Computational Notes
Below is a selection of Python notebooks on numerical methods and research replication. The underlying repositories are also available on GitHub.
Numerical methods
- Examples on the use of Chebyshev polynomials for function approximation:
- A simple example of projection applied to the Neoclassical Growth Model:
- A projection algorithm applied to the Lucas asset pricing model:
- A version of the Parameterized Expectations Algorithm applied to the Neoclassical Growth Model:
- Python notebook (work in progress)
Research replication
- Berentsen, Aleksander, Guido Menzio and Randall Wright. 2011. “Inflation and Unemployment in the Long Run.” American Economic Review:
- Craig, B., and Rocheteau, G. 2008. “Inflation and Welfare: A Search Approach.” Journal of Money, Credit and Banking:
- Link to paper
- Python notebook (work in progress)