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Quantitative Economics with Python using JAX

Thomas J. Sargent and John Stachurski

Index

F | K | L | M

F

Fixed Point Theory

K

Kesten processes
- heavy tails

L

Linear State Space Models
Lucas Model

M

Markov process, inventory

Models
- Lucas Asset Pricing

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

Contents

Introduction

1. About
2. An Introduction to JAX
3. Newton’s Method via JAX

Simulation

4. Inventory Dynamics
5. Kesten Processes and Firm Dynamics
6. Wealth Distribution Dynamics

Asset Pricing

7. Asset Pricing: The Lucas Asset Pricing Model
8. An Asset Pricing Problem

Dynamic Programming

9. Job Search
10. Optimal Savings I: Value Function Iteration
11. Optimal Savings II: Alternative Algorithms
12. Shortest Paths
13. Optimal Investment
14. Inventory Management Model
15. Endogenous Grid Method
16. Cake Eating: Numerical Methods

Macroeconomic Models

17. Default Risk and Income Fluctuations
18. The Aiyagari Model
19. The Hopenhayn Entry-Exit Model
20. Bianchi Overborrowing Model

Data and Empirics

21. Maximum Likelihood Estimation

Other

22. Troubleshooting
23. References
24. Execution Statistics

QuantEcon

Lecture (PDF)
Book (PDF)

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