New package QuantEcon.jl <https://github.com/QuantEcon/QuantEcon.jl>.
This package collects code for quantitative economic modeling. It is
currently comprised of two main parts:
1.
A toolbox of routines useful when doing economics
2.
Implementations of types and solution methods for common economic
models.
This library has a python twin: QuantEcon.py
<https://github.com/QuantEcon/QuantEcon.py>. The same development team is
working on both projects, so we hope to keep the two libraries in sync very
closely as new functionality is added.
The library contains all the code necessary to do the computations found on
http://quant-econ.net/, a website dedicated to providing lectures that each
economics and programming. The website currently (as of 9/18/14) has only a
python version, but the Julia version is in late stages of refinement and
should be live very soon (hopefully within a week).
The initial version of the website will feature 6 lectures dedicated to
helping a new user set up a working Julia environment and learn the basics
of the language. In addition to this language specific section, the website
will include 22 other lectures on topics including
- statistics: markov processes (continuous and discrete state),
auto-regressive processes, the Kalman filter, covariance stationary
proceses, ect.
- economic models: the income fluctuation problem, an asset pricing
model, the classic optimal growth model, optimal (Ramsey) taxation , the
McCall search model
- dynamic programming: shortest path, as well as recursive solutions to
economic models
All the lectures have code examples in Julia and most of the 22 will
display code from the QuantEcon.jl library.
