Evan Majic

All the notes and slides here are in PDF format. The programs are written in Python in Jupyter notebooks.

Solving economic models

  • Solving linear rational expectations models
    [Slides]
  • Linearization via automatic differentiation
    [Notebook]
  • Accommodating general deviations from FIRE in sequence space
    [Notes]
  • Solving models with NNs
    [Notes]
  • Solving the Neoclassical growth model with NNs
    [Basic Version] [With Irreversible Investment]
    •

    Bayesian methods

  • Posteriors for Bayesian VARs and VECMs with conjugate priors
    [Notes]
    •