Jesse Grabowski
Jesse Grabowski
Use a VAR model as a motivating example. [This notebook](https://github.com/pymc-devs/pymc-extras/blob/main/notebooks/VARMAX%20Example.ipynb) can be a good place to start, but it should be re-written for an audience with an econometrics background. It...
This will also be able how to use PyMC. Interesting topics include: 1. Using preliz to choose priors (including using `pz.maxent` and `.plot_interactive` 2. Using pymc machinery to get sample...
Notebook should use a toy system; 3 equation RBC in reduced form for readability. Bonus points if we use a model with an analytic solution, so we can compare it...
Especially numpy/sympy/pymc. The sphinx crossrefs are configured in `docs/source/config.py`, so just need to find good places to add in the references.
Write some simple plugins for popular text editors (vim, notepad++) to allow syntax highlighting of GCN files.
Users should be able to label equations and variables in the GCN file somehow. Here is how it could look using Python-style decorators for example: ``` @name: Law of Motion...
Add simulation of model dynamics in the case where a future shock is known + anticipated by agents
The gEcon R package allows for (something like) the following: ``` block HOUSEHOLD_ { identities { C_[] + I_[] = r[] * K_[-1] + w[] * L_[] + Div_[]; };...
The gEcon package uses the `csminwel` solver (http://sims.princeton.edu/yftp/optimize/) to do maximum likelihood estimation. This is (evidently) more robust than ordinary BFGS, and should be ported over to Python.
Currently only linear approximation is available, whereas Dynare allows approximation up to the 3rd order. Figure out how to use Sympy to get a multivariate Taylor series expansion to an...