Notes

Here you find modeling code I have written, and notes I made, for research papers, education, or to learn new skills. Any comments are welcome.

I have worked extensively with GAMS, somewhat less so with Matlab and R, but I prefer to work with Python. Python is easy to learn, makes for elegant and transparent code, is almost as fast as Matlab and, best of all, it is open source.

Value Function Iteration in R, Python, and GAMS

Some code I wrote to compare the same algorithm in three different languages:

• R
• Python
• GAMS

Converting a bibtex file to a literature table in CSV format

I guess everybody has his own way of filing the papers he or she reads. I have my own system in bibtex, and sometimes it is helpful to make a literature table in Excel. I wrote this little script to convert the information I keep in a bibtex file to a CSV file, which can be opened in Excel. See my blogpost for explanation (the code on that post is out of date though; see the link below for the most recent Python file).

Perturbation in Python

Python version of the Mathematica code presented in Judd & Guu, 1993. Perturbation solution methods for economic growth models. In Varian, H.R. (Ed.), Economic and Financial Modeling with Mathematica, Springer, New York.

Taylor polynomial of deterministic continuous-time growth model

Taylor polynomial of stochastic continuous-time growth model