Blog
2025
Linearity of (multi-)linear interpolation under weighted averaging
·326 words·2 mins
Discusses a numerical issue in computing expected value function in dynamic programming.
Marginalization of multivariate Markov chains
·923 words·5 mins
Discusses the marginalization operation of a multivariate Markov chain.
Non-linear Phillips curve in NK model step-by-step
·3210 words·16 mins
Derives the non-linear Phillips curve in NK models with Rotemberg price rigidity step by step. Helpful for students.
Multivariate case for Young (2010) non-stochastic simulation
·662 words·4 mins
Explains how to implement the multivariate case of Young (2010) non-stochastic simulation algorithm.
Blowfish: One cover picture for all posts
·810 words·4 mins
Shows how to specify cover/thumbnail picture for each post using assets without duplicate copies.