Quantitative Economics
This website presents a series of free lectures on quantitative economic modeling, designed and written by Thomas J. Sargent and John Stachurski. The primary programming language is Python. You can send feedback to the authors via webmaster@quant-econ.net.
Table of Contents
Introduction
Part 1: Programming in Python
About Python
Setting up Your Python Environment
An Introductory Example
Python Essentials
Object Oriented Programming
How it Works: Data, Variables and Names
More Language Features
Part 2: The Scientific Libraries
NumPy
SciPy
Matplotlib
Pandas
IPython Shell and Notebook
The Need for Speed
Part 3: Introductory Applications
Linear Algebra
Finite Markov Chains
Shortest Paths
Schelling’s Segregation Model
LLN and CLT
Linear State Space Models
A First Look at the Kalman Filter
Infinite Horizon Dynamic Programming
LQ Control Problems
Rational Expectations Equilibrium
The Lucas Asset Pricing Model
The Permanent Income Model
Part 4: Advanced Applications
Continuous State Markov Chains
Modeling Career Choice
On-the-Job Search
Search with Offer Distribution Unknown
Optimal Savings
Robustness
Linear Stochastic Models
Estimation of Spectra
Optimal Taxation
Solutions
FAQs / Useful Resources
References