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quantecon-notebooks-julia
multi_agent_models
Multiple Agent Models
Multiple Agent Models
¶
These lectures look at important economic models that also illustrate common equilibrium concepts.
Lectures
¶
Schelling’s Segregation Model
Overview
The Model
Results
Exercises
Solutions
A Lake Model of Employment and Unemployment
Overview
The Model
Implementation
Dynamics of an Individual Worker
Endogenous Job Finding Rate
Exercises
Solutions
Rational Expectations Equilibrium
Overview
Defining Rational Expectations Equilibrium
Computation of an Equilibrium
Exercises
Solutions
Markov Perfect Equilibrium
Overview
Background
Linear Markov perfect equilibria
Application
Exercises
Solutions
Asset Pricing I: Finite State Models
Overview
Pricing Models
Prices in the Risk Neutral Case
Asset Prices under Risk Aversion
Exercises
Solutions
Asset Pricing II: The Lucas Asset Pricing Model
Overview
The Lucas Model
Exercises
Solutions
Asset Pricing III: Incomplete Markets
Overview
Structure of the Model
Solving the Model
Exercises
Solutions
Uncertainty Traps
Overview
The Model
Implementation
Results
Exercises
Solutions
Exercise 2
The Aiyagari Model
Overview
The Economy
Firms
Code
Default Risk and Income Fluctuations
Overview
Structure
Equilibrium
Computation
Results
Exercises
Solutions
Globalization and Cycles
Overview
Key Ideas
Model
Simulation
Exercises
Solutions