Code

Below, I have listed some of my Python notebooks. All these notebooks and their dependencies are available at my Github page. Note that some of them are still work in progress.

Numerical methods

• Examples on the use of Chebyshev polynomials for function approximation:
  • Python notebook on QuantEcon Notes.
• A simple example of a projection applied to the Neoclassical Growth Model:
  • Python notebook on QuantEcon Notes.
• A projection algorithm applied to the Lucas asset pricing model:
  • Python notebook on QuantEcon Notes.
• 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:
  • Link to paper.
  • Python notebook on QuantEcon Notes.
• Craig, B., & Rocheteau, G. (2008). Inflation and welfare: A search approach. Journal of Money, Credit and Banking
  • Link to paper.
  • Python notebook (work in progress).