jstac
Researcher in Markov process theory, dynamic programming, computational economics, asset pricing, cofounder of @QuantEcon
Australian National UniversityCanberra Australia
Pinned Repositories
asset_pricing_code
econ-2125-8013
ECON2125/8013 course files
econometric_theory_slides
Slides for A Primer in Econometric Theory
econometrics
Code and notebooks for Econometric Theory
edtc-code
Code for Economic Dynamics, Theory and Computation
minnesota_2023
Advanced dynamic programming
nyu_macro_fall_2018
Course notes for the first half of ECON-GA 1025 – Macroeconomic Theory I, Fall Semester 2018
quantecon_nyu_2016
Quantitative Economics
tinbergen_mini_course
tokyo_2022_coursework
An Introduction to Computational Macroeconomics (U Tokyo 2022)
jstac's Repositories
jstac/econometric_theory_slides
Slides for A Primer in Econometric Theory
jstac/nyu_macro_fall_2018
Course notes for the first half of ECON-GA 1025 – Macroeconomic Theory I, Fall Semester 2018
jstac/edtc-code
Code for Economic Dynamics, Theory and Computation
jstac/minnesota_2023
Advanced dynamic programming
jstac/tokyo_2022_coursework
An Introduction to Computational Macroeconomics (U Tokyo 2022)
jstac/asset_pricing_code
jstac/tinbergen_mini_course
jstac/keio_dynamic_programming
Lectures on dynamic programming at Keio University
jstac/julia_python_comparison
jstac/paris_workshop_2022
Paris Quantitative Economics Workshop 2022
jstac/jitting_py_lectures
jstac/optimal_timing_decisions
Supporting repository for "Optimal Timing of Decisions: A General Theory Based on Continuation Values"
jstac/parallel_dp
Code for parallelization of dynamic programming problems from economics
jstac/production_chains
Accompanies paper by Tomoo Kikuchi, Kazuo Nishimura and John Stachurski on production chains.
jstac/recursive_utility_code
Code for solving recursive utility models
jstac/collaboration_with_shu
Code and notes from exercises and collaboration with Shu Hu.
jstac/cycles_moral_hazard
Code for simulations from "Volatile Capital Flows and Financial Integration: The Role of Moral Hazard"
jstac/versioned_dotfiles
My dot files
jstac/BootCamp2017
Repository for OSM Lab Boot Camp 2017
jstac/dp_deconstructed_code
Public code repository for Dynamic Programming Deconstructed
jstac/sdfs_via_autodiff
Computing wealth consumption ratios and stochastic discount factors under smooth recursive utility
jstac/2019_honours_course_flyer
jstac/adps_public
jstac/BootCamp2018
Repository of syllabi, lecture notes, Jupyter notebooks, code, and problem sets for OSM Lab Boot Camp 2018
jstac/ifp_public
Public code repository for the income fluctuation paper of Qingyin Ma, John Stachurski and Alexis Akira Toda
jstac/JOSEcon-Project-Charter
Statement of the principles, objectives, and operations of JOSEcon.
jstac/q_learning
Some notes on Q learning
jstac/sandpit
a sandpit for messing around with stuff
jstac/semigroup_notes
jstac/vim-snippets
vim-snipmate default snippets (Previously snipmate-snippets)