Skip to content
6 changes: 6 additions & 0 deletions .translate/state/lq_mean_field_games.md.yml
Original file line number Diff line number Diff line change
@@ -0,0 +1,6 @@
source-sha: 0abf4031c9db8f7a50abb2b21af78929ca39e179
synced-at: "2026-09-27"
model: claude-sonnet-5
mode: NEW
section-count: 14
tool-version: 0.29.3
6 changes: 6 additions & 0 deletions .translate/state/lucas_prescott_investment.md.yml
Original file line number Diff line number Diff line change
@@ -0,0 +1,6 @@
source-sha: 0abf4031c9db8f7a50abb2b21af78929ca39e179
synced-at: "2026-09-27"
model: claude-sonnet-5
mode: NEW
section-count: 11
tool-version: 0.29.3
8 changes: 4 additions & 4 deletions .translate/state/rational_expectations.md.yml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
source-sha: d7cdb96bc7bc53ee15bf005885607da09967ef3e
synced-at: "2026-08-06"
source-sha: 0abf4031c9db8f7a50abb2b21af78929ca39e179
synced-at: "2026-09-27"
model: claude-sonnet-5
mode: UPDATE
section-count: 4
tool-version: 0.25.0
section-count: 5
tool-version: 0.29.3
129 changes: 129 additions & 0 deletions lectures/_static/quant-econ.bib
Original file line number Diff line number Diff line change
Expand Up @@ -5356,3 +5356,132 @@ @article{ShakedSutton1982
pages = {3--13},
year = {1982}
}

% --- Entries below added automatically by action-translation (#117) ---

@article{LasryLions2007,
author = {Lasry, Jean-Michel and Lions, Pierre-Louis},
title = {Mean Field Games},
journal = {Japanese Journal of Mathematics},
volume = {2},
number = {1},
pages = {229--260},
year = {2007}
}

@article{HuangMalhameCaines2006,
author = {Huang, Minyi and Malham{\'e}, Roland P. and Caines, Peter E.},
title = {Large Population Stochastic Dynamic Games: Closed-Loop
{McKean-Vlasov} Systems and the Nash Certainty Equivalence
Principle},
journal = {Communications in Information and Systems},
volume = {6},
number = {3},
pages = {221--252},
year = {2006}
}

@article{AchdouEtAl2022,
author = {Achdou, Yves and Han, Jiequn and Lasry, Jean-Michel and
Lions, Pierre-Louis and Moll, Benjamin},
title = {Income and Wealth Distribution in Macroeconomics: A
Continuous-Time Approach},
journal = {Review of Economic Studies},
volume = {89},
number = {1},
pages = {45--86},
year = {2022}
}

@techreport{AlvarezArgente2026,
author = {Alvarez, Fernando and Argente, David},
title = {Strategic Complementarity and Persistence in Linear-Quadratic
Mean Field Games},
institution = {University of Chicago and Yale University},
year = {2026}
}

@book{LancasterRodman1995,
author = {Lancaster, Peter and Rodman, Leiba},
title = {Algebraic {R}iccati Equations},
publisher = {Oxford University Press},
address = {Oxford},
year = {1995}
}

@article{Kimball1995,
author = {Kimball, Miles S.},
title = {The Quantitative Analytics of the Basic Neomonetarist Model},
journal = {Journal of Money, Credit and Banking},
volume = {27},
number = {4},
pages = {1241--1277},
year = {1995}
}

@article{KlenowWillis2016,
author = {Klenow, Peter J. and Willis, Jonathan L.},
title = {Real Rigidities and Nominal Price Changes},
journal = {Economica},
volume = {83},
number = {331},
pages = {443--472},
year = {2016}
}

@article{Midrigan2011,
author = {Midrigan, Virgiliu},
title = {Menu Costs, Multiproduct Firms, and Aggregate Fluctuations},
journal = {Econometrica},
volume = {79},
number = {4},
pages = {1139--1180},
year = {2011}
}

@article{AlvarezLippi2014,
author = {Alvarez, Fernando and Lippi, Francesco},
title = {Price Setting with Menu Cost for Multiproduct Firms},
journal = {Econometrica},
volume = {82},
number = {1},
pages = {89--135},
year = {2014}
}

@book{CarmonaDelarue2018,
author = {Carmona, Ren{\'e} and Delarue, Fran{\c c}ois},
title = {Probabilistic Theory of Mean Field Games with Applications},
publisher = {Springer},
address = {Cham},
year = {2018}
}

@article{BrockMirman1972,
author = {Brock, William A. and Mirman, Leonard J.},
title = {Optimal Economic Growth and Uncertainty: The Discounted Case},
journal = {Journal of Economic Theory},
volume = {4},
number = {3},
pages = {479--513},
year = {1972}
}

@article{Sargent1980q,
author = {Sargent, Thomas J.},
title = {``{T}obin's q'' and the Rate of Investment in General Equilibrium},
journal = {Carnegie-Rochester Conference Series on Public Policy},
volume = {12},
pages = {107--154},
year = {1980}
}

@article{Blackwell1965,
author = {Blackwell, David},
title = {Discounted Dynamic Programming},
journal = {Annals of Mathematical Statistics},
volume = {36},
number = {1},
pages = {226--235},
year = {1965}
}
41 changes: 22 additions & 19 deletions lectures/_toc.yml
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
format: jb-book
root: intro
parts:
- caption: 基础工具
- caption: Tools and Techniques
numbered: true
Comment on lines +4 to 5
chapters:
- file: sir_model
Expand All @@ -11,7 +11,7 @@ parts:
- file: svd_intro
- file: var_dmd
- file: newton_method
- caption: 基础统计学
- caption: Elementary Statistics
numbered: true
chapters:
- file: prob_matrix
Expand All @@ -24,13 +24,13 @@ parts:
- file: back_prop
- file: rand_resp
- file: util_rand_resp
- caption: 贝叶斯定律
- caption: Bayes Law
numbered: true
chapters:
- file: bayes_nonconj
- file: ar1_bayes
- file: ar1_turningpts
- caption: 统计与信息论
- caption: Statistics and Information
numbered: true
chapters:
- file: divergence_measures
Expand All @@ -50,12 +50,12 @@ parts:
- file: survival_recursive_preferences
- file: pricing_information
- file: market_diffusion
- caption: 线性规划
- caption: Linear Programming
numbered: true
chapters:
- file: opt_transport
- file: von_neumann_model
- caption: 动态系统导论
- caption: Introduction to Dynamics
numbered: true
chapters:
- file: finite_markov
Expand All @@ -71,7 +71,7 @@ parts:
- file: var_subsets
- file: organization_capital
- file: measurement_models
- caption: 搜索
- caption: Search
numbered: true
chapters:
- file: mccall_model
Expand All @@ -83,13 +83,13 @@ parts:
- file: career
- file: jv
- file: odu
- caption: 强化学习
- caption: Reinforcement Learning
numbered: true
chapters:
- file: inventory_q
- file: rs_inventory_q
- file: mccall_q
- caption: 最优储蓄导论
- caption: Introduction to Optimal Savings
numbered: true
chapters:
- file: os
Expand All @@ -98,15 +98,15 @@ parts:
- file: os_time_iter
- file: os_egm
- file: os_egm_jax
- caption: 收入波动问题
- caption: Household Problems
numbered: true
chapters:
- file: ifp_discrete
- file: ifp_opi
- file: ifp_egm
- file: ifp_egm_transient_shocks
- file: ifp_advanced
- caption: LQ控制
- caption: LQ Control
numbered: true
chapters:
- file: lqcontrol
Expand All @@ -122,7 +122,7 @@ parts:
- file: lq_robust_smoothing
- file: lq_robust_bewley
- file: lq_inventories
- caption: 宏观经济学中的有限理性
- caption: Bounded Rationality in Macroeconomics
numbered: true
chapters:
- file: bounded_rationality
Expand All @@ -132,7 +132,7 @@ parts:
- file: genetic_classifier
- file: marimon_mcgrattan_sargent
- file: prospects_bounded_rationality
- caption: 菲利普斯曲线权衡
- caption: Phillips Curve Tradeoffs
numbered: true
chapters:
- file: phillips_two_stories
Expand All @@ -146,19 +146,21 @@ parts:
- file: phillips_priors
- file: phillips_lost_conquest
- file: phillips_drifts_volatilities
- caption: 最优增长
- caption: Optimal Growth
numbered: true
chapters:
- file: cass_koopmans_1
- file: cass_koopmans_2
- file: cass_fiscal
- file: cass_fiscal_2
- caption: 多主体模型
- caption: Multiple Agent Models
numbered: true
chapters:
- file: lake_model
- file: endogenous_lake
- file: rational_expectations
- file: lucas_prescott_investment
- file: optimal_growth_uncertainty
- file: re_with_feedback
- file: markov_perf
- file: uncertainty_traps
Expand All @@ -167,7 +169,8 @@ parts:
- file: ak2
- file: ak_aiyagari
- file: two_computation
- caption: 资产定价与金融
- file: lq_mean_field_games
- caption: Asset Pricing and Finance
numbered: true
chapters:
- file: markov_asset
Expand All @@ -182,7 +185,7 @@ parts:
- file: ross_recovery
- file: long_run_risk_operator
- file: misspecified_recovery
- caption: 数据与实证
- caption: Data and Empirics
numbered: true
chapters:
- file: pandas_panel
Expand All @@ -191,12 +194,12 @@ parts:
- file: unemployment_linear
- file: unemployment_shocks
- file: sargent_surico
- caption: 拍卖
- caption: Auctions
numbered: true
chapters:
- file: two_auctions
- file: house_auction
- caption: 其他
- caption: Other
numbered: true
chapters:
- file: troubleshooting
Expand Down
Loading
Loading