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Materials for 47-809 Computational Methods for Economics at Carnegie Mellon

Notes and other materials descend from previous versions of the class due to Y. Kryukov, K. Judd, and U. Doraszelski

## Lectures and Materials

The class is organized into topic lectures, some of which are accompanied by demonstration notebooks, in Julia and/or Python.

1. [Computational Methods General Intro](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Lectures/01/1_GeneralIntro.pdf)

- [Julia Notebook: Code Intro](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Julia/notebooks/JuliaCodeExample.ipynb)
- [Python Notebook: Code Intro](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Python/PythonCodeExample.ipynb)


2. [Linear Equations](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Lectures/02/2_Linear.pdf)

3. [Nonlinear Equations](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Lectures/03/3_NonLinEq.pdf)

4. [Optimization](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Lectures/04/4_Optimization.pdf)

- [Julia Notebook: Optimization](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Julia/notebooks/PortfolioOpt.ipynb)

5. [Function Approximation](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Lectures/05/5_FunAprox.pdf)

- [Julia Notebook: Chebyshev Methods](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Julia/notebooks/Approx.ipynb)
- [Python Notebook: Chebyshev Methods](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Python/ChebpyIntro.ipynb)

6. [Integration](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Lectures/06/6_Integration.pdf)

- [Julia Notebook: Integration](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Julia/notebooks/Integration.ipynb)
- [Python Notebook: Integration](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Python/IntegrationandQMC.ipynb)

7. [Functional Equations](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Lectures/07/7_FunctionalEq.pdf)

- [Julia Notebook: ODEs](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Julia/notebooks/ODEexamples.ipynb)
- [Python Notebook: ODEs](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Python/ODEExamplesPython.ipynb)

8. Dynamic Programming: [A: Discrete](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Lectures/08/8_DynProgA.pdf) and [B: Continuous](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Lectures/08/8_DynProgB.pdf)

9. [Optimal Control](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Lectures/09/9_OptControl.pdf)

- [Julia Notebook: Pontryagin and HJB](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Julia/notebooks/OptControl.ipynb)
- [Python Notebook: Pontryagin and HJB](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Python/OptimalControlPython.ipynb)

10. [Perturbation](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Lectures/10/10_perturb.pdf)

- [Julia Notebook: Perturbation](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Julia/notebooks/Perturbation/RBCPerturbation.ipynb) via [DifferentiableStateSpaceModels.jl](https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl)
- [Dynare Model Example](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Dynare/example1.mod): First install and run [Dynare](https://www.dynare.org/)

11. [Heterogeneous Agents](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Lectures/11/11_Heterogeneous.pdf)

- [Julia Repo](https://github.com/donskerclass/KSModel)

12. [Neural Network Methods](https://github.com/donskerclass/ComputationalMethodsClass/tree/main/Lectures/12)

- [Guest Lecture: Arnav Sood](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Lectures/12/12-GuestLectureArnavSood.pdf)
- [Python Notebook: Pytorch](https://github.com/donskerclass/ComputationalMethodsClass/blob/main/Python/neuralnetPyTorch.ipynb)


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