Table of Contents¶

• About these Lectures
• Tools and Techniques
  • Geometric Series for Elementary Economics
  • Multivariate Hypergeometric Distribution
  • Modeling COVID 19
  • Linear Algebra
  • Complex Numbers and Trigonometry
  • LLN and CLT
  • Heavy-Tailed Distributions
  • Multivariate Normal Distribution
  • Univariate Time Series with Matrix Algebra
• Introduction to Dynamics
  • Dynamics in One Dimension
  • AR1 Processes
  • Finite Markov Chains
  • Inventory Dynamics
  • Linear State Space Models
  • Application: The Samuelson Multiplier-Accelerator
  • Kesten Processes and Firm Dynamics
  • Wealth Distribution Dynamics
  • A First Look at the Kalman Filter
  • Shortest Paths
  • Cass-Koopmans Planning Problem
  • Cass-Koopmans Competitive Equilibrium
• Search
  • Job Search I: The McCall Search Model
  • Job Search II: Search and Separation
  • Job Search III: Fitted Value Function Iteration
  • Job Search IV: Correlated Wage Offers
  • Job Search V: Modeling Career Choice
  • Job Search VI: On-the-Job Search
• Consumption, Savings and Growth
  • Cake Eating I: Introduction to Optimal Saving
  • Cake Eating II: Numerical Methods
  • Optimal Growth I: The Stochastic Optimal Growth Model
  • Optimal Growth II: Accelerating the Code with Numba
  • Optimal Growth III: Time Iteration
  • Optimal Growth IV: The Endogenous Grid Method
  • The Income Fluctuation Problem I: Basic Model
  • The Income Fluctuation Problem II: Stochastic Returns on Assets
• Information
  • Job Search VII: Search with Learning
  • Likelihood Ratio Processes
  • A Problem that Stumped Milton Friedman
  • Exchangeability and Bayesian Updating
  • Likelihood Ratio Processes and Bayesian Learning
  • Bayesian versus Frequentist Decision Rules
• LQ Control
  • LQ Control: Foundations
  • The Permanent Income Model
  • Permanent Income II: LQ Techniques
  • Production Smoothing via Inventories
• Multiple Agent Models
  • Schelling’s Segregation Model
  • A Lake Model of Employment and Unemployment
  • Rational Expectations Equilibrium
  • Stability in Linear Rational Expectations Models
  • Markov Perfect Equilibrium
  • Uncertainty Traps
  • The Aiyagari Model
• Asset Pricing and Finance
  • Asset Pricing: Finite State Models
  • Asset Pricing with Incomplete Markets
• Data and Empirics
  • Pandas for Panel Data
  • Linear Regression in Python
  • Maximum Likelihood Estimation
• References