Computational Economics 392M
Statistics and Scientific Computation 339
Professor David Kendrick
Spring 2014



Teaching Assistant Information
Yumin Li
Office Location: BRB 2.124
Office Hours: Tues 2:00 -- 5:00 or By Appointment
Email: liyumin418@gmail.com


Course Syllabus
Spring 2014


Supplemental Web Material
Resources for MATLAB, Mathematica, and GAMS
Running MATLAB remotely
User's Guide for Duali Software
Stochastic Control for Economic Models (2nd Edition)


Sample Papers
Dynamic Asset Pricing The Hall and Taylor Model in Duali
Lab #, Date Topic Code Software Documents/Handouts
Lab 1, 1/22/2014 Chakravarty Growth Model in Excel
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Chakravarty Growth Model in GAMS
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Multi-Sectoral Growth Model in GAMS
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Transportation Model in GAMS
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Small Mexican Steel Model in GAMS
growth.xls
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chakra.gms
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kendtayl.gms
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transport.gms
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mexss.gms
Excel
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GAMS





Chakravarty Growth Model in Excel
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GAMS on PC






Lab 2, 1/27/2014 Database in Access
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Portfolio Model in MATLAB



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Portfolio Model in GAMS
useco2000.mdb
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mcportfol.m
portfolio.m
dcri1.m
dcri2.m
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portfolio.gms
portfolio4.gms
Access
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MATLAB



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GAMS
Access 2007 on PC
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MATLAB on PC



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GAMS on PC
Lab 3, 2/3/2014 Agent Based Models in MATLAB





initsugarscape.m
moveagent.m
neighbor.m
dispagentloc.m
initagents.m
see.m
sugarscape1.m
MATLAB





Agent Based Models in MATLAB





Lab 4, 2/10/2013 Genetic Algorithms in Evolutionary Games




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Genetic Algorithms in Portfolio Problems












gagame.m
crossover.m
fitness_gagame.m
mutation.m
parentsdet.m
initpoprand_gagame.m
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gaportfol1.m
gaportfol2.m
gaportfol3.m
gaportfol4.m
gaportfol5.m
initpopdet.m
initpoprand_gaportfol.m
mutation.m
normport.m
parentsrand.m
parentsdet.m
fitness.m
fitnessnc.m
crossover.m
MATLAB Genetic Algorithms in MATLAB
Lab 5, 2/17/2014 Dynamic Optimization in MATLAB qlpabel.m
qlpsimple.m
MATLAB Dynamic Optimization in MATLAB (PCs)
Lab 6, 2/24/2014 Thrift in GAMS


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Hall and Taylor in GAMS


thrift.gms
thriftv.gms
thrift10.gms
(Time period = 10 years, with time-varying parameters,
money variables are in thousand dollars terms)
ht1.gms
ht2.gms
htsim.gms
ht3.gms
GAMS Thrift Model in GAMS


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Hall and Taylor Model in GAMS


Lab 7, 3/3/2014 Environmental Models in GAMS
dice.gms
hog1.gms
GAMS Environmental Models in GAMS
Lab 8, 3/17/2014 CGE Models in GAMS





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Partial Equilibrium Model in Mathematica



simplege.gms
johansenge.m
sam.gms
prodpri.gms
io-1.gms
io-2.gms
orani.gms
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CobbDouglasv2.nb
Consumerv2.nb
Firmv2.nb
Leontiefv2.nb
MarketEquilv2.nb
GAMS





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Mathematica



General Equilibrium Model in GAMS





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Partial Equilibrium Model in Mathematica



Lab 9, 3/24/2014 Hall and Taylor Model in Duali ht-01.dui
ht-02.dui
ht-03.dui
Duali Hall and Taylor Model in Duali
Lab 10, 3/31/2014 MacRae Model in Duali
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Taylor Models in Duali

In Duali, click File>Examples>By Author>MacRae> Ch 07
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tay-sim.dui
tay-qlp.dui
tay-hcfr.dui
Duali MacRae and Taylor in Duali
Lab 11, 4/7/2014 Big Data in Python Python Script
Python Script Commented
Python 2.7 Big Data Document in Python
Lab 12, 4/14/2014 Neural Nets in Excel breedlove.xls Excel Neural Nets in Excel