Computational Economics 392M
Statistics and Scientific Computation 339
Professor David Kendrick
Spring 2013



Teaching Assistant Information
Russ Gerber
Office Location: BRB 2.154
Office Hours: Wed 12:00 -- 3:00 or By Appointment
Email: russell.gerber@gmail.com


Course Syllabus
Spring 2013


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, 1/23/2013 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, 1/28/2013 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, 2/4/2013 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, 2/11/2013 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, 2/18/2013 Dynamic Optimization in MATLAB qlpabel.m
qlpsimple.m
MATLAB Dynamic Optimization in MATLAB (PCs)
Lab 6, 2/25/2013 Thrift in GAMS


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Hall and Taylor in GAMS


thrift.gms
thriftv.gms
thrifttv_normalized.gms
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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, 3/4/2013 Environmental Models in GAMS
dice.gms
hog1.gms
GAMS Environmental Models in GAMS
Lab 8, 3/18/2013 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, 3/25/2013 Hall and Taylor Model in Duali ht-01.dui
ht-02.dui
ht-03.dui
Duali Hall and Taylor Model in Duali
Lab 10, 4/1/2013 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, 4/8/2013 Big Data in Python Python Script
Python Script Commented
Python 2.7 Big Data Document in Python
Lab 12, 4/15/2013 Neural Nets in Excel breedlove.xls Excel Neural Nets in Excel