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Thomas J. Sargent

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Creative Commons License – This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International.

Contents

Linear Quadratic Control

LQ Control: Foundations
Lagrangian for LQ Control
Eliminating Cross Products

Applications

The Permanent Income Model
Permanent Income II: LQ Techniques
Production Smoothing via Inventories
Markov Perfect Equilibrium

More Applications

Information and Consumption Smoothing
Consumption Smoothing with Complete and Incomplete Markets
Tax Smoothing with Complete and Incomplete Markets
Machine Learning a Ramsey Plan
Stackelberg Plans
Time Inconsistency of Ramsey Plans
Sustainable Plans for a Calvo Model
Robustness
Robust Markov Perfect Equilibrium

QuantEcon Reference Materials

The Aiyagari Model
Optimal Taxation without State-Contingent Debt
Fluctuating Interest Rates Deliver Fiscal Insurance
Fiscal Risk and Government Debt
Cake Eating I: Introduction to Optimal Saving
Cake Eating II: Numerical Methods
Classical Prediction and Filtering With Linear Algebra
Shock Non Invertibility
Job Search VI: On-the-Job Search
A First Look at the Kalman Filter
Linear State Space Models
Optimal Taxation in an LQ Economy
Classical Control with Linear Algebra
Job Search I: The McCall Search Model
Job Search II: Search and Separation
Job Search III: Fitted Value Function Iteration
Optimal Growth I: The Stochastic Optimal Growth Model
Optimal Growth II: Accelerating the Code with Numba
Optimal Taxation with State-Contingent Debt
Rational Expectations Equilibrium
Stability in Linear Rational Expectations Models
Samuelson Multiplier-Accelerator

Other

References
Execution Statistics

QuantEcon

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