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Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference

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SolvingMicroDSOPs

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Structure

Replication

To reproduces all the results in the repository first clone this repository locally:

# Clone this repository
$ git clone https://github.com/econ-ark/SolvingMicroDSOPs

# Change working directory to SolvingMicroDSOPs
$ cd SolvingMicroDSOPs

Then you can either use a local virtual env(conda) or nbreproduce to reproduce to the results.

A local conda environment and execute the do_all.py file.

$ conda env create -f environment.yml
$ conda activate solvingmicrodsops
# execute the script, select the appropriate option and use it to reproduce the data and figures.
$ python do_all.py

Local conda environment to execute the notebooks

$ conda env create -f environment.yml
$ conda activate solvingmicrodsops
# open jupyter lab, browse through the notebooks and execute them.
$ jupyter lab

nbreproduce (requires Docker to be installed on the machine).

# Install nbreproduce
$ pip install nbreproduce

# Reproduce all results using nbreproduce
$ nbreproduce

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Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference

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  • TeX 52.4%
  • Mathematica 13.7%
  • PostScript 12.1%
  • Jupyter Notebook 11.2%
  • HTML 3.4%
  • MATLAB 2.2%
  • Other 5.0%