So I am back to programming in Python and working my way through Economic Dynamics: Theory and Computation. I am in the middle of Chapter 4 at the moment and have just written some basic code for simulating the Markov-switching model of unemployment from Hamilton (2005). I highly recommend a read of the paper. It is fairly short, contains a neat little model, and after reading it I felt like I had a greater understanding of the dynamics of unemployment and the business cycle...

I will continue to work on the code over the holidays, and will push my it out to github for others to use...after I get my github repository set up!

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Just wondering if you were done with that python program?

ReplyDeleteI would like to use MS models.