CompEcon-Python

This page lists all CompEcon demos that have already been replicated in Python (original demos are from Miranda and Fackler 2002 toolbox). The actual Jupyter notebooks can be accessed in the GitHub repository of the toolbox; here, I provide html versions only.

 

Mathematics Review

01 Taylor Approximations

Nonlinear Equations

01 Compute root of f(x)=exp(-x)-1
02 Compute root of Rosencrantz function
03 Compute fixedpoint of f(x) = sqrt(x)
04 Compute fixedpoint of f(x1,x2)= [x1 2+x2 3; x1 x2 - 0.5]
05 Cournot equilibrium model
07 Linear complementarity problem methods
08 Nonlinear complementarity problem methods
09 Hard nonlinear complementarity problem with Billup's function
12 Convergence rates for nonlinear equation methods
13 Simple nonlinear complementarity problem

Function Approximation

00 Approximation using CompEcon toolbox
01 Approximating function on R
02 Approximating functions on R2
04 Approximating Runge's function
05 Chebychev polynomial and spline approximantion of various functions
06 Chebychev and cubic spline derivative approximation errors
07 Solve Cournot oligopoly model via collocation
08 Compute function inverse via collocation
09 Linear spline approximation
10 Monopolist's Effective Supply Function

Discrete Time Discrete State Dynamic Programming

01 Mine management model 
02 Asset replacement model 
03 Asset replacement model with maintenance

Discrete Time Continuous State Dynamic Programming

01 Timber Harvesting Model - Cubic Spline Approximation 
02 Asset Replacement Model 
03 Industry Entry-Exit Model 
04 Job Search Model 
05 America Put Option Pricing Model 
06 Deterministic Optimal Economic Growth Model 
11 Monetary Policy Model