Computational Economics

Professor David Kendrick (Eco 392M, Spring 2008)

Teaching Assistant Information

Shyam S. Gouri Suresh

Office Location: BRB 4.120

E-mail: shyamgs@mail.utexas.edu

Course Syllabus

Spring 2008

Reading material on the web

User’s Guide for the Duali software
http://www.eco.utexas.edu/faculty/Kendrick/guide/guide.htm

Stochastic Control for Economic Models (2nd ed.)
http://www.eco.utexas.edu/faculty/Kendrick/papers/kendbook.pdf

Lab and Software Handouts

Using PCs in the 4th floor Lab

Using UNIX in the 4th floor Lab

Resources for Software

Accessing your Sun account in Econ lab (BRB 4th floor)

Accessing Windows Software in Sun Lab (BRB 4th floor)

Introduction to the UNIX Lab (BRB 4th floor)

Notes on Printing in econ labs (BRB 3rd and 4th floor); Print Quota Request Form

Using Gnome Desktop

Using SSH to access your ECO account from a remote PC

Mathematical and Statistical Software through UT’s Windows Terminal Services

 


Program archive & Lab schedule

 

Lab #, Date

Topic

Code

Software

Documents/Handouts

c.f.

Sample

Lab 1, 01/23/2008

Chakravarty Growth Model

 

 

Transportation in GAMS

 

Small Mexican Steel Model in GAMS (static)

 

Mercado, Lin and Kendrick Multisectoral Growth Model

growth.xls

chakra.gms

 

 

trnsport.gms

 

 

mexss.gms

 

 

 

 

kentay.gms

Excel

GAMS

 

 

GAMS

 

GAMS

 

 

 

 

GAMS

Growth Model in Excel 2007 PCs

 

GAMS in PCs

 

GAMS in UNIX

 

 

 

 

Lab 2, 01/30/2008

Database in Access

 

 

 

Portfolio in MATLAB

 

 

 

 

Portfolio in GAMS

useco2000.mdb

 

 

 

mcportfol.m portfolio.m   dcri1.m  dcri2.m

 

 

 

 

portfolio.gms portfolio4.gms

Access

 

 

 

MATLAB

 

 

 

 

 

 

GAMS

MS Access on UNIX

MS Access 2007 on PCs

 

Portfolio model in MATLAB(UNIX)

 

Portfolio model in MATLAB (PCs)

 

GAMS in UNIX

GAMS in PCs

 

 

Lab 3, 02/06/2008

Genetic Algorithms and Evolutionary Games

 

 

 

 

 

Genetic Algorithms and the Portfolio Problem

 

gagame.m, crossover.m, fitness_gagame.m, initpoprand_gagame.m, mutation.m, parentsdet.m

 

 

 

 

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

 

 

 

 

 

 

 

MATLAB

Genetic Algorithms in MATLAB UNIX (Evolutionary Games)

 

Genetic Algorithms in MATLAB PCs  (Evolutionary Games)

 

Genetic Algorithms in MATLAB UNIX (Portfolio Problem)

 

Genetic Algorithms in MATLAB PCs  (Portfolio Problem)

 

 

Lab 4, 02/13/2008

Dynamic Optimization in MATLAB

qlpabel.m, qlpsimple.m

MATLAB

Dynamic optimization in MATLAB UNIX

 

Dynamic optimization in MATLAB PCs

 

 

Lab 5, 02/20/2008

Agent based models in MATLAB

 

 

 

 

Thrift in GAMS

initsugarscape.m, moveagent.m, neighbor.m, dispagentloc.m, initagents.m, see.m, sugarscape1.m

 

 

thrift.gms

thrifttv.gms (Windows version with time-varying parameters)

uthrfttv.gms (UNIX version with time-varying parameters)

 

MATLAB

 

 

 

 

 

GAMS

Agent-based model in MATLAB (PCs)

Agent-based model in MATLAB (UNIX)

 

 

 

Thrift model in GAMS (PCs)

Thrift model in GAMS (UNIX)

 

 

Lab 6, 02/27/2008

Macroeconomics in GAMS

ht1.gms, ht2.gms, htsim.gms, ht3.gms

GAMS

Macroeconomics Hall and Taylor model in GAMS (PCs)

 

Macroeconomics Hall and Taylor model in GAMS (UNIX)

 

 

Lab 7, 03/05/2008

Macroeconomics in GAMS

Taylor’s model in GAMS

- closed economy

- two country, flexible exchange rate

- two country, fixed exchange rate

- two-country flexible exchange rate model with real interest rate rules

ht1.gms, ht2.gms, htsim.gms, ht3.gms

 

tay1.gms

tay2.gms

 

tay3.gms

 

tay4.gms

GAMS

 

 

GAMS

Macroeconomics Taylor model in GAMS (PCs)

 

Macroeconomics Taylor model in GAMS (UNIX)

 

 

 

 

 

 

 

 

 

 

Lab 8, 03/19/2008

Partial Equilibrium in Mathematica

 

 

 

 

CGE models in GAMS

- Kendrick and Mercado

 

 

- Orani

 CobbDouglasv2.nb Consumerv2.nb  Firmv2.nb Leontiefv2.nb MarketEquilv2.nb

 

 

simplege.gms, johansenge.gms, sam.gms, prodpri.gms, io-1.gms, io-2.gms

 

orani.gms

 

Mathematica

 

 

 

 

 

GAMS

Partial Equilibrium in Mathematica (PCs)

 

Partial Equilibrium in Mathematica (UNIX)

 

 

General Equilibrium model in GAMS (PCs)

 

General Equilibrium model in GAMS (UNIX)

 

 

 

 

 

 

Introduction to economywide Computational modeling paper by Mercado and Kendrick

 

Lab 9, 03/26/2008

Environmental Models

 

dice.gms

 

holistic.gms (for Unix) hog1.gms (for PC)

 

GAMS

 

Environmental models in GAMS (PCs)

 

Environmental models in GAMS (UNIX)

 

 

Lab 10, 04/02/2008

Abel and Hall and Taylor in Duali

ht-01.dui, ht-02.dui,   ht-03.dui

Duali

 

Abel model and Hall and Taylor models Duali in UNIX Lab

 

 

Lab 11, 04/09/2008

MacRae Model

 

Taylor Rational Expectations

Open through Duali ch07.dui (MacRae)

 

tay-sim.dui   tay-qlp.dui tay-hcfr.dui

Duali

 

MacRae and Taylor Duali in UNIX Lab

 

MacRae and Taylor Duali in CARE Lab

 

 

Lab 12, 04/16/2008

Linear Quadratic Model

 

 

 

 

 

 

 

Neural Networks

 

 

 

 

Discrete State Space Model

 

lqzolf.m

lqz1.m

uinf_olf.m

 

 

 

 

 

 

breedlov.xls

 

 

 

 

chakra_03.m

MATLAB

 

 

 

 

 

 

 

 

Excel

 

 

 

 

MATLAB

Linear Quadratic model in MATLAB (PCs)

Linear Quadratic model in MATLAB (UNIX)

 

 

 

Neural Networks in Excel (PCs)

 

 

 

Discrete Space model in MATLAB (PCs)

Discrete Space model in MATLAB (UNIX)

 

 

Lab 13, 04/23/2008

Dynamic Programming in MATLAB

 chakra_inf_dk.m

 

chakra_sto_dk.m

MATLAB

 

 Dynamic Programming in MATLAB (PCs)

 

Dynamic Programming in MATLAB (UNIX)

 

 

Lab 14, 04/30/2008

Neural Networks

 

breedlov.xls

 

Excel

 

Neural Networks in Excel (breedlov)