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auto publishing updates to notebooks
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QuantEcon committed Apr 24, 2021
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2 changes: 1 addition & 1 deletion BCG_complete_mkts.ipynb
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}
],
"metadata": {
"date": 1618812137.2846944,
"date": 1619230074.5343747,
"filename": "BCG_complete_mkts.rst",
"kernelspec": {
"display_name": "Python",
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6 changes: 3 additions & 3 deletions BCG_incomplete_mkts.ipynb
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"$ C $’s that appear in the pricing functions, then\n",
"\n",
"- consumers’ Euler equations are satisfied if little $ c $’s are\n",
" equated to Big C’s \n",
" equated to Big $ C $’s \n",
"- firms’ first-order necessary conditions for $ k, b $ are\n",
" satisfied. \n",
"- $ \\check q = q(K,B) $ and\n",
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" $ \\epsilon^* \\equiv \\log\\left(\\frac{b}{Ak^\\alpha}\\right) $. \n",
"1. (In this step we abuse notation by freezing $ V, k, b $ and in\n",
" effect temporarily treating them as Big $ K,B $ values. Thus, in\n",
" this step 6 little k, b are frozen at guessed at value of K, B.)\n",
" this step 6 little $ k, b $ are frozen at guessed at value of $ K, B $.)\n",
" Fixing the values of $ V $, $ b $ and $ k $, compute\n",
" optimal choices of consumption $ c^i $ with consumers’ FOCs.\n",
" Assume that only agent 2 holds debt: $ \\xi^2 = b $ and that both agents\n",
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}
],
"metadata": {
"date": 1618812137.5370972,
"date": 1619230074.8008502,
"filename": "BCG_incomplete_mkts.rst",
"kernelspec": {
"display_name": "Python",
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2 changes: 1 addition & 1 deletion about_lectures.ipynb
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}
],
"metadata": {
"date": 1618812137.6949542,
"date": 1619230074.956999,
"filename": "about_lectures.rst",
"kernelspec": {
"display_name": "Python",
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2 changes: 1 addition & 1 deletion additive_functionals.ipynb
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}
],
"metadata": {
"date": 1618812137.7941382,
"date": 1619230075.0592115,
"filename": "additive_functionals.rst",
"kernelspec": {
"display_name": "Python",
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6 changes: 3 additions & 3 deletions amss.ipynb
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"\n",
"class RecursiveAllocationAMSS:\n",
"\n",
" def __init__(self, model, μgrid, tol_diff=1e-4, tol=1e-4):\n",
" def __init__(self, model, μgrid, tol_diff=1e-7, tol=1e-7):\n",
"\n",
" self.β, self.π, self.G = model.β, model.π, model.G\n",
" self.mc, self.S = MarkovChain(self.π), len(model.π) # Number of states\n",
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"outputs": [],
"source": [
"# Initialize μgrid for value function iteration\n",
"μ_grid = np.linspace(-0.7, 0.01, 200)\n",
"μ_grid = np.linspace(-0.7, 0.01, 300)\n",
"\n",
"time_example = CRRAutility()\n",
"\n",
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}
],
"metadata": {
"date": 1618874888.5793111,
"date": 1619230075.2505703,
"filename": "amss.rst",
"kernelspec": {
"display_name": "Python",
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4 changes: 2 additions & 2 deletions amss2.ipynb
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"\n",
"class RecursiveAllocationAMSS:\n",
"\n",
" def __init__(self, model, μgrid, tol_diff=1e-4, tol=1e-4):\n",
" def __init__(self, model, μgrid, tol_diff=1e-7, tol=1e-7):\n",
"\n",
" self.β, self.π, self.G = model.β, model.π, model.G\n",
" self.mc, self.S = MarkovChain(self.π), len(model.π) # Number of states\n",
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}
],
"metadata": {
"date": 1618812138.1547377,
"date": 1619230075.4204001,
"filename": "amss2.rst",
"kernelspec": {
"display_name": "Python",
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4 changes: 2 additions & 2 deletions amss3.ipynb
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"\n",
"class RecursiveAllocationAMSS:\n",
"\n",
" def __init__(self, model, μgrid, tol_diff=1e-4, tol=1e-4):\n",
" def __init__(self, model, μgrid, tol_diff=1e-7, tol=1e-7):\n",
"\n",
" self.β, self.π, self.G = model.β, model.π, model.G\n",
" self.mc, self.S = MarkovChain(self.π), len(model.π) # Number of states\n",
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}
],
"metadata": {
"date": 1618812138.3407247,
"date": 1619230075.6273031,
"filename": "amss3.rst",
"kernelspec": {
"display_name": "Python",
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2 changes: 1 addition & 1 deletion arellano.ipynb
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}
],
"metadata": {
"date": 1618812138.67823,
"date": 1619230075.9571571,
"filename": "arellano.rst",
"kernelspec": {
"display_name": "Python",
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2 changes: 1 addition & 1 deletion arma.ipynb
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}
],
"metadata": {
"date": 1618812138.9135163,
"date": 1619230076.177326,
"filename": "arma.rst",
"kernelspec": {
"display_name": "Python",
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2 changes: 1 addition & 1 deletion black_litterman.ipynb
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}
],
"metadata": {
"date": 1618812139.1406567,
"date": 1619230076.4078171,
"filename": "black_litterman.rst",
"kernelspec": {
"display_name": "Python",
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2 changes: 1 addition & 1 deletion calvo.ipynb
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}
],
"metadata": {
"date": 1618812139.3637989,
"date": 1619230076.6404426,
"filename": "calvo.rst",
"kernelspec": {
"display_name": "Python",
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2 changes: 1 addition & 1 deletion cattle_cycles.ipynb
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}
],
"metadata": {
"date": 1618812139.499189,
"date": 1619230076.7742686,
"filename": "cattle_cycles.rst",
"kernelspec": {
"display_name": "Python",
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2 changes: 1 addition & 1 deletion chang_credible.ipynb
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}
],
"metadata": {
"date": 1618812139.8675833,
"date": 1619230077.1273336,
"filename": "chang_credible.rst",
"kernelspec": {
"display_name": "Python",
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2 changes: 1 addition & 1 deletion chang_ramsey.ipynb
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}
],
"metadata": {
"date": 1618812140.0972116,
"date": 1619230077.354034,
"filename": "chang_ramsey.rst",
"kernelspec": {
"display_name": "Python",
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2 changes: 1 addition & 1 deletion classical_filtering.ipynb
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}
],
"metadata": {
"date": 1618812140.3285382,
"date": 1619230077.5866334,
"filename": "classical_filtering.rst",
"kernelspec": {
"display_name": "Python",
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2 changes: 1 addition & 1 deletion coase.ipynb
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}
],
"metadata": {
"date": 1618812140.5184815,
"date": 1619230077.7798908,
"filename": "coase.rst",
"kernelspec": {
"display_name": "Python",
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26 changes: 12 additions & 14 deletions cons_news.ipynb
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" simulation of $ \\{\\epsilon_t\\}_{t=0}^T $ where $ T $ is a big\n",
" integer $ \\epsilon_t = \\sigma_\\epsilon v_t $, $ v_t $ is a\n",
" standard normal scalar, $ y_0 =100 $, and \n",
"\n",
"\n",
"$$\n",
"y_{t+1} - y_t =-\\beta^{-1} \\epsilon_t + \\epsilon_{t+1} .\n",
"$$\n",
"\n",
" \n",
" $$\n",
" y_{t+1} - y_t =-\\beta^{-1} \\epsilon_t + \\epsilon_{t+1} .\n",
" $$\n",
" \n",
"1. We take the **same** $ \\{y_t\\} $ realization generated in step 1\n",
" and form an innovation process $ \\{a_t\\} $ from the formulas \n",
"\n",
"\n",
"$$\n",
"\\begin{aligned} a_0 & = 0 \\cr\n",
"a_t & = \\sum_{j=0}^{t-1} \\beta^j (y_{t-j} - y_{t-j-1}) + \\beta^t a_0, \\quad t \\geq 1 \\end{aligned}\n",
"$$\n",
"\n",
" \n",
" $$\n",
" \\begin{aligned} a_0 & = 0 \\cr\n",
" a_t & = \\sum_{j=0}^{t-1} \\beta^j (y_{t-j} - y_{t-j-1}) + \\beta^t a_0, \\quad t \\geq 1 \\end{aligned}\n",
" $$\n",
" \n",
"1. We throw away the first $ S $ observations and form the sample\n",
" $ \\{y_t, \\epsilon_t, a_t\\}_{S+1}^T $ as the realization that\n",
" we’ll use in the following steps. \n",
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}
],
"metadata": {
"date": 1618812140.7132404,
"date": 1619230077.970549,
"filename": "cons_news.rst",
"kernelspec": {
"display_name": "Python",
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2 changes: 1 addition & 1 deletion discrete_dp.ipynb
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}
],
"metadata": {
"date": 1618812141.1828506,
"date": 1619230078.4446177,
"filename": "discrete_dp.rst",
"kernelspec": {
"display_name": "Python",
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2 changes: 1 addition & 1 deletion dyn_stack.ipynb
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}
],
"metadata": {
"date": 1618812141.5564651,
"date": 1619230078.8227255,
"filename": "dyn_stack.rst",
"kernelspec": {
"display_name": "Python",
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2 changes: 1 addition & 1 deletion estspec.ipynb
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}
],
"metadata": {
"date": 1618812141.7593346,
"date": 1619230079.0286222,
"filename": "estspec.rst",
"kernelspec": {
"display_name": "Python",
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2 changes: 1 addition & 1 deletion growth_in_dles.ipynb
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}
],
"metadata": {
"date": 1618812141.8836367,
"date": 1619230079.1558185,
"filename": "growth_in_dles.rst",
"kernelspec": {
"display_name": "Python",
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2 changes: 1 addition & 1 deletion hs_invertibility_example.ipynb
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}
],
"metadata": {
"date": 1618812142.0289655,
"date": 1619230079.302092,
"filename": "hs_invertibility_example.rst",
"kernelspec": {
"display_name": "Python",
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