Powered by Jupyter Book

Back to top

Introduction to Economic Dynamics

Thomas J. Sargent and John Stachurski

Search

Ctrl+K

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

Contents

Introduction to Dynamics

1. Modeling COVID 19
2. Inventory Dynamics
3. Samuelson Multiplier-Accelerator
4. Kesten Processes and Firm Dynamics
5. Wealth Distribution Dynamics

Asset Pricing & Finance

6. Asset Pricing: Finite State Models
7. Competitive Equilibria with Arrow Securities
8. Heterogeneous Beliefs and Bubbles
9. Orthogonal Projections and Their Applications
10. Elementary Asset Pricing Theory
11. Two Modifications of Mean-Variance Portfolio Theory
12. Irrelevance of Capital Structures with Complete Markets
13. Equilibrium Capital Structures with Incomplete Markets

Search

14. Job Search I: The McCall Search Model
15. Job Search II: Search and Separation
16. Job Search III: Fitted Value Function Iteration
17. Job Search IV: Correlated Wage Offers
18. Job Search V: Modeling Career Choice
19. Job Search VI: On-the-Job Search
20. Job Search VII: Search with Learning
21. Job Search VIII: A McCall Worker Q-Learns
22. A Lake Model of Employment and Unemployment

Optimal Savings

23. Cake Eating I: Introduction to Optimal Saving
24. Cake Eating II: Numerical Methods
25. Optimal Growth I: The Stochastic Optimal Growth Model
26. Optimal Growth II: Accelerating the Code with Numba
27. Optimal Growth III: Time Iteration
28. Optimal Growth IV: The Endogenous Grid Method
29. The Income Fluctuation Problem I: Basic Model
30. The Income Fluctuation Problem II: Stochastic Returns on Assets

Other

31. Troubleshooting
32. References
33. Execution Statistics

QuantEcon

Lecture (PDF)
Book (PDF)

Notebook Launcher

Choose public or private cloud service for "Launch" button.

Select a server

Public
Private

Launch Notebook