Additional course materials are in:
- Undergraduate Computational Economics Slides
- Setup Instructions
- Jupyter Notebooks of Slides
- Syllabus
To setup this repository for editing problem sets:
- First install access to the main notebooks with [Setup Instructions]
- Then with this project cloned
- Run a Julia terminal with
<Cmd+Shift-P>
thenJulia: Start REPL
and do]instantiate
- Or
julia --project
then]instantiate
- Run a Julia terminal with
- Due Midnight PST on January 19 - Problem Set 0
- This is a pass/fail problem set (i.e., hand it in you pass!) just to ensure you have setup your computer properly
- Due Midnight PST on January 26 - Problem Set 1
- Due Midnight PST on February 2 - Problem Set 2
- Due Midnight PST on February 23 - Problem Set 3
- February 26 - MIDTERM EXAM IN CLASS
All problem set solutions should be submitted on Canvas directly as a .ipynb
file with instructions embedded.
- January 6 - Course Overview and Computational Environment
- January 8 - Geometric Series, Fixed Points, and Asset Pricing
- January 13 - Geometric Series, Fixed Points, and Asset Pricing and started Deterministic Dynamics and Introduction to Growth Models
- January 15 - Deterministic Dynamics and Introduction to Growth Models
- January 20 - Deterministic Dynamics and Introduction to Growth Models
- January 22 - Finish Deterministic Dynamics and Introduction to Growth Models and start Stochastic Dynamics, AR(1) Processes, and Ergodicity
- January 27 - Stochastic Dynamics, AR(1) Processes, and Ergodicity
- January 29 - Stochastic Dynamics, AR(1) Processes, and Ergodicity and startWealth Distribution, Firm Dynamics, and Inequality
- February 3 - Problem Set Review
- February 5 - Wealth Distribution, Firm Dynamics, and Inequality
- February 10 - Wealth Distribution, Firm Dynamics, and Inequality and Linear State Space Models, Asset Pricing, and the Kalman Filter
- February 12 - Linear State Space Models, Asset Pricing, and the Kalman Filter
- February 17 - SPRING BREAK
- February 19 - SPRING BREAK
- February 24 - Midterm Review + Practice Exam Logistics
- February 26 - Midterm
- March 3 - Optimal Consumption, Savings, and the Permanent Income Model
- March 5 - Optimal Consumption, Savings, and the Permanent Income Model
- March 10 - Optimal Consumption, Savings, and the Permanent Income Model and Markov Chains with Applications to Unemployment and Asset Pricing
- March 12 - Markov Chains with Applications to Unemployment and Asset Pricing and Search
- March 17 - Search and Dynamic Programming
- March 19 - Problem Set and Midterm Exam Review
- March 24 - Asset Pricing, Lucas Trees, and Option Pricing
- March 26 - Asset Pricing, Lucas Trees, and Option Pricing
- March 31 - Rational Expectations and Markov Perfect Equilibrium
- April 2 - Problem Set Review
- April 7 - Finish Rational Expectations and Markov Perfect Equilibrium and answer any Practice Problems