This is the Github repository for the computational economics class in Summer 2023 by Xing Xu. The goal is to get you familiarized with some basic dynamic programming (DP) problems in economics and train you to be comfortable with coding them in Julia.
Please follow the procedures from Quantecon to set up your Julia environment. Their lectures are great references although some of them might seem a little hard at the moment. Don't worry. Towards the end of the lecture, you will have enough tools for further learning by yourself.
There are 5 lectures in total, with assignments accompanied. You can either download all the lectures or fork the repo. The first lecture sets the ground and the following four lectures focus on different applications. I try to make the topics diverse enough so that they can be helpful for whatever field you are interested in.
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Lecture 1: Julia Fundamentals
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Problem set 1: PS1
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Lecture 2: A canonical Neo-classical growth model and glimpse into value function iteration (VFI)
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Problem set 2: PS2
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Lecture 3: McCall's Job search model
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Lecture 4: Incomplete market model with heterogeneous household
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Problem set 4: Hugget model with transition dynamics
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Lecture 5: Firm dynamics with an example of exporter dynamics (incomplete)
If you spot a mistake or have some concerns, I would greatly appreciate it if you send me an email at xu000956@umn.edu.
You are free to use any particular codes posted here without specific citing. However, the original link and my name should be provided when all or part of the lectures are adopted for educational and other purposes.