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A First Course in Quantitative Economics with Python

Thomas J. Sargent and John Stachurski

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Creative Commons License – This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International.

Contents

Introduction

1. About These Lectures

Economic Data

2. Long-Run Growth
3. Business Cycles
4. Price Level Histories
5. Inflation During French Revolution
6. Income and Wealth Inequality

Foundations

7. Introduction to Supply and Demand
8. Linear Equations and Matrix Algebra
9. Complex Numbers and Trigonometry
10. Geometric Series for Elementary Economics

Linear Dynamics: Finite Horizons

11. Present Values
12. Consumption Smoothing
13. Equalizing Difference Model
14. A Monetarist Theory of Price Levels
15. Monetarist Theory of Price Levels with Adaptive Expectations

Linear Dynamics: Infinite Horizons

16. Eigenvalues and Eigenvectors
17. Computing Square Roots

Probability and Distributions

18. Distributions and Probabilities
19. LLN and CLT
20. Monte Carlo and Option Pricing
21. Heavy-Tailed Distributions
22. Racial Segregation

Nonlinear Dynamics

23. Dynamics in One Dimension
24. The Solow-Swan Growth Model
25. The Cobweb Model
26. The Overlapping Generations Model
27. Commodity Prices

Monetary-Fiscal Policy Interactions

28. Money Financed Government Deficits and Price Levels
29. Some Unpleasant Monetarist Arithmetic
30. Inflation Rate Laffer Curves
31. Laffer Curves with Adaptive Expectations

Stochastic Dynamics

32. AR(1) Processes
33. Markov Chains: Basic Concepts
34. Markov Chains: Irreducibility and Ergodicity
35. Univariate Time Series with Matrix Algebra

Optimization

36. Linear Programming
37. Shortest Paths

Modeling in Higher Dimensions

38. The Perron-Frobenius Theorem
39. Input-Output Models
40. A Lake Model of Employment
41. Networks

Markets and Competitive Equilibrium

42. Supply and Demand with Many Goods
43. Market Equilibrium with Heterogeneity

Estimation

44. Simple Linear Regression Model
45. Maximum Likelihood Estimation

Other

46. Troubleshooting
47. References
48. Execution Statistics

QuantEcon

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