https://github.com/QuantEcon/quantecon-notebooks-julia
Author(s): Jesse Perla, Thomas J. Sargent and John Stachurski
Year: 2020
Language: English
Commentary: https://github.com/QuantEcon/quantecon-notebooks-julia
Tags: https://github.com/QuantEcon/quantecon-notebooks-juliac
I Getting Started with Julia
Setting up Your Julia Environment
Interacting with Julia
Introductory Examples
Julia Essentials
Arrays, Tuples, Ranges, and Other Fundamental Types
Introduction to Types and Generic Programming
II Packages and Software Engineering in Julia
Generic Programming
General Purpose Packages
Data and Statistics Packages
Solvers, Optimizers, and Automatic Differentiation
Julia Tools and Editors
Git, GitHub, and Version Control
Packages, Testing, and Continuous Integration
The Need for Speed
III Tools and Techniques
Linear Algebra
Orthogonal Projections and Their Applications
LLN and CLT
Linear State Space Models
Finite Markov Chains
Continuous State Markov Chains
A First Look at the Kalman Filter
Numerical Linear Algebra and Factorizations
Krylov Methods and Matrix Conditioning
IV Dynamic Programming
Shortest Paths
Job Search I: The McCall Search Model
Job Search II: Search and Separation
A Problem that Stumped Milton Friedman
Job Search III: Search with Learning
Job Search IV: Modeling Career Choice
Job Search V: On-the-Job Search
Optimal Growth I: The Stochastic Optimal Growth Model
Optimal Growth II: Time Iteration
Optimal Growth III: The Endogenous Grid Method
LQ Dynamic Programming Problems
Optimal Savings I: The Permanent Income Model
Optimal Savings II: LQ Techniques
Consumption and Tax Smoothing with Complete and Incomplete Markets
Optimal Savings III: Occasionally Binding Constraints
Robustness
Discrete State Dynamic Programming
V Modeling in Continuous Time
Modeling COVID 19 with Differential Equations
Modeling Shocks in COVID 19 with Stochastic Differential Equations
VI Multiple Agent Models
Schelling’s Segregation Model
A Lake Model of Employment and Unemployment
Rational Expectations Equilibrium
Markov Perfect Equilibrium
Asset Pricing I: Finite State Models
Asset Pricing II: The Lucas Asset Pricing Model
Asset Pricing III: Incomplete Markets
Uncertainty Traps
The Aiyagari Model
Default Risk and Income Fluctuations
Globalization and Cycles
VII Time Series Models
Covariance Stationary Processes
Estimation of Spectra
Additive Functionals
Multiplicative Functionals
Classical Control with Linear Algebra
Classical Filtering With Linear Algebra
VIII Dynamic Programming Squared
Dynamic Stackelberg Problems
Optimal Taxation in an LQ Economy
Optimal Taxation with State-Contingent Debt
Optimal Taxation without State-Contingent Debt
