/nber-workshop-2022

Code for the Spring 2022 heterogeneous-agent macro workshop

Primary LanguageJupyter NotebookMIT LicenseMIT

Spring 2022 NBER Workshop

This repo contains code for the tutorials of the Spring 2022 heterogeneous-agent macro workshop at the NBER taught by Adrien Auclert, Bence Bardóczy, Michael Cai, Matt Rognlie, and Ludwig Straub.

An agenda for the workshop is available here:

https://www.nber.org/conferences/heterogeneous-agent-macro-workshop-spring-2022

This is also where we will post lecture notes and other reading materials.

Installation

If you are relatively new to Python, we recommend having the Anaconda distribution of Python installed to make sure you have all necessary libraries.

There are many outstanding resources you can find online, but two good introductory resources are the introductory lecture series at QuantEcon and the Python data science handbook (ignoring the machine learning content in the latter).

If you are accustomed to Matlab or Julia, QuantEcon's Matlab-Python-Julia cheatsheet can be useful, as can NumPy for Matlab users (ignoring now-obsolete "matrix" class at the end).

Overall, a good goal prior to the workshop is to make sure that you can run and mostly follow the Standard Incomplete Markets Steady State notebook, which covers the initial material of the class and does not require our SSJ toolkit.