Latex Econ Model
- 1 installs
- 3.2k repo stars
- Updated August 4, 2026
- brycewang-stanford/awesome-agent-skills-for-empirical-research
latex-econ-model is a Claude Code skill that writes and typesets economic models in LaTeX with proper mathematical notation and academic conventions.
About
This skill writes and typesets economic models in LaTeX with correct mathematical notation and academic conventions. An economist uses it for the theory section of a paper or for lecture notes, covering utility maximization, equilibrium conditions, dynamic programming, and game theory. It structures models into environment, preferences, constraints, equilibrium, and solution with example LaTeX output.
- Writes and typesets economic models in LaTeX with proper notation
- Covers utility maximization, dynamic programming, and game theory
- Uses standard economics notation and theorem/proof structure
Latex Econ Model by the numbers
- 1 all-time installs (skills.sh)
- Ranked #1,361 of 1,879 Documentation skills by installs in the Skillselion catalog
- Data as of Aug 5, 2026 (Skillselion catalog sync)
latex-econ-model capabilities & compatibility
- Capabilities
- economic modeling · latex typesetting · theory writing
- Use cases
- documentation · research
What latex-econ-model says it does
This skill helps economists write and typeset economic models in LaTeX with proper mathematical notation, consistent formatting, and academic conventions.
It covers utility maximization, equilibrium conditions, dynamic programming, and game theory models.
npx skills add https://github.com/brycewang-stanford/awesome-agent-skills-for-empirical-research --skill latex-econ-modelAdd your badge
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| Installs | 1 |
|---|---|
| repo stars | ★ 3.2k |
| Last updated | August 4, 2026 |
| Repository | brycewang-stanford/awesome-agent-skills-for-empirical-research ↗ |
What it does
Write and typeset an economic model (theory section, equilibrium conditions, proofs) in LaTeX with proper notation.
Who is it for?
Formalizing the theory section of an economics paper or lecture notes in LaTeX
Skip if: Empirical estimation or non-economics mathematical typesetting
When should I use this skill?
Writing the theory section of a paper or formalizing an economic model in LaTeX
What you get
- LaTeX-typeset economic model
- Theorem/proof structured theory section
By the numbers
- 5-part model structure (environment, preferences, constraints, equilibrium, solution)
- 3-step workflow
Files
LaTeX Economic Model Writer
Purpose
This skill helps economists write and typeset economic models in LaTeX with proper mathematical notation, consistent formatting, and academic conventions. It covers utility maximization, equilibrium conditions, dynamic programming, and game theory models.
When to Use
- Writing the theory section of a paper
- Formalizing an economic model
- Creating lecture notes with equations
- Typesetting optimization problems and equilibrium conditions
Instructions
Step 1: Understand the Model Type
Ask the user: 1. What type of model? (Static optimization, dynamic programming, game theory, general equilibrium) 2. What are the agent types? (Consumer, firm, government, etc.) 3. What constraints apply? 4. Should it include proofs or just the setup?
Step 2: Use Standard Notation
Follow economics conventions:
- Utility: $U$, $u$, or $v$
- Production: $F$, $f$, or $Y$
- Prices: $p$, $w$, $r$
- Quantities: $q$, $x$, $y$
- Time subscripts: $t$, $t+1$
- Greek letters for parameters: $\alpha$, $\beta$, $\gamma$, $\delta$
Step 3: Structure the Model
Organize as: 1. Environment - Agents, goods, time horizon 2. Preferences/Technology - Utility functions, production functions 3. Constraints - Budget, resource, incentive compatibility 4. Equilibrium concept - Definition and conditions 5. Solution - First-order conditions, closed-form solutions
Example Output
\documentclass{article}
\usepackage{amsmath, amssymb, amsthm}
\usepackage{mathtools}
% Theorem environments
\newtheorem{definition}{Definition}
\newtheorem{proposition}{Proposition}
\newtheorem{lemma}{Lemma}
% Custom commands for economics
\newcommand{\E}{\mathbb{E}} % Expectation
\newcommand{\R}{\mathbb{R}} % Real numbers
\newcommand{\pd}[2]{\frac{\partial #1}{\partial #2}} % Partial derivative
\begin{document}
\section{A Simple Consumer Problem}
\subsection{Environment}
Consider a consumer who lives for two periods, $t \in \{1, 2\}$. The consumer has preferences over consumption $c_t$ represented by the utility function:
%
\begin{equation}
U(c_1, c_2) = u(c_1) + \beta u(c_2)
\end{equation}
%
where $\beta \in (0,1)$ is the discount factor and $u(\cdot)$ is strictly increasing and strictly concave.
\subsection{Constraints}
The consumer earns income $y_1$ in period 1 and $y_2$ in period 2. She can save at gross interest rate $R = 1 + r$. The budget constraints are:
%
\begin{align}
c_1 + s &= y_1 \label{eq:bc1}\\
c_2 &= y_2 + Rs \label{eq:bc2}
\end{align}
%
where $s$ denotes savings. Combining \eqref{eq:bc1} and \eqref{eq:bc2} yields the intertemporal budget constraint:
%
\begin{equation}
c_1 + \frac{c_2}{R} = y_1 + \frac{y_2}{R} \equiv W
\end{equation}
\subsection{Optimization Problem}
The consumer solves:
%
\begin{equation}
\max_{c_1, c_2} \quad u(c_1) + \beta u(c_2)
\quad \text{s.t.} \quad c_1 + \frac{c_2}{R} = W
\end{equation}
\subsection{Solution}
The Lagrangian is:
%
\begin{equation}
\mathcal{L} = u(c_1) + \beta u(c_2) + \lambda\left(W - c_1 - \frac{c_2}{R}\right)
\end{equation}
First-order conditions:
%
\begin{align}
\pd{\mathcal{L}}{c_1} &= u'(c_1) - \lambda = 0 \\
\pd{\mathcal{L}}{c_2} &= \beta u'(c_2) - \frac{\lambda}{R} = 0
\end{align}
Combining these yields the \textbf{Euler equation}:
%
\begin{equation}
\boxed{u'(c_1) = \beta R \cdot u'(c_2)}
\end{equation}
\begin{proposition}[Consumption Smoothing]
If $\beta R = 1$, then $c_1^* = c_2^*$ (perfect consumption smoothing).
\end{proposition}
\begin{proof}
When $\beta R = 1$, the Euler equation becomes $u'(c_1) = u'(c_2)$. Since $u$ is strictly concave, $u'$ is strictly decreasing, which implies $c_1 = c_2$.
\end{proof}
%====================================
\section{A Firm's Dynamic Problem}
%====================================
Consider a firm that maximizes the present value of profits:
%
\begin{equation}
\max_{\{k_{t+1}, n_t\}_{t=0}^{\infty}} \sum_{t=0}^{\infty} \beta^t \left[ F(k_t, n_t) - w_t n_t - I_t \right]
\end{equation}
%
subject to the capital accumulation equation:
%
\begin{equation}
k_{t+1} = (1 - \delta) k_t + I_t
\end{equation}
The Bellman equation is:
%
\begin{equation}
V(k) = \max_{k', n} \left\{ F(k, n) - wn - k' + (1-\delta)k + \beta V(k') \right\}
\end{equation}
\end{document}LaTeX Packages to Include
% Essential packages for economics papers
\usepackage{amsmath} % Enhanced math environments
\usepackage{amssymb} % Mathematical symbols
\usepackage{amsthm} % Theorem environments
\usepackage{mathtools} % Extensions to amsmath
\usepackage{bm} % Bold math symbols
\usepackage{dsfont} % \mathds for indicator functionsUseful Custom Commands
% Expectation and probability
\newcommand{\E}{\mathbb{E}}
\newcommand{\Var}{\text{Var}}
\newcommand{\Cov}{\text{Cov}}
\newcommand{\Prob}{\mathbb{P}}
% Indicator function
\newcommand{\ind}{\mathds{1}}
% Partial derivatives
\newcommand{\pd}[2]{\frac{\partial #1}{\partial #2}}
\newcommand{\pdd}[2]{\frac{\partial^2 #1}{\partial #2^2}}
% Argmax/argmin
\DeclareMathOperator*{\argmax}{arg\,max}
\DeclareMathOperator*{\argmin}{arg\,min}
% Blackboard bold
\newcommand{\R}{\mathbb{R}}
\newcommand{\N}{\mathbb{N}}
\newcommand{\Z}{\mathbb{Z}}Best Practices
1. Use `align` environment for multiline equations 2. Label important equations with \label{} and reference with \eqref{} 3. Use `\text{}` for words in equations (not bare text) 4. Box key results with \boxed{} 5. Define custom commands for repeated notation 6. Use consistent subscript conventions ($t$ for time, $i$ for individuals)
Common Pitfalls
- ❌ Using
*for multiplication (use\cdotor implicit multiplication) - ❌ Forgetting
\left(and\right)for auto-sizing brackets - ❌ Inconsistent notation across the paper
- ❌ Not aligning equations at
=signs - ❌ Using
$$ ... $$instead of proper environments
References
- AMS-LaTeX User's Guide
- The Not So Short Introduction to LaTeX
- Mathpix - Convert handwritten equations to LaTeX
Changelog
v1.0.0
- Initial release with consumer, firm, and game theory templates
LaTeX Economic Model Writer
Purpose
This skill helps economists write and typeset economic models in LaTeX with proper mathematical notation, consistent formatting, and academic conventions. It covers utility maximization, equilibrium conditions, dynamic programming, and game theory models.
When to Use
- Writing the theory section of a paper
- Formalizing an economic model
- Creating lecture notes with equations
- Typesetting optimization problems and equilibrium conditions
Instructions
Step 1: Understand the Model Type
Ask the user: 1. What type of model? (Static optimization, dynamic programming, game theory, general equilibrium) 2. What are the agent types? (Consumer, firm, government, etc.) 3. What constraints apply? 4. Should it include proofs or just the setup?
Step 2: Use Standard Notation
Follow economics conventions:
- Utility: $U$, $u$, or $v$
- Production: $F$, $f$, or $Y$
- Prices: $p$, $w$, $r$
- Quantities: $q$, $x$, $y$
- Time subscripts: $t$, $t+1$
- Greek letters for parameters: $\alpha$, $\beta$, $\gamma$, $\delta$
Step 3: Structure the Model
Organize as: 1. Environment - Agents, goods, time horizon 2. Preferences/Technology - Utility functions, production functions 3. Constraints - Budget, resource, incentive compatibility 4. Equilibrium concept - Definition and conditions 5. Solution - First-order conditions, closed-form solutions
Example Output
\documentclass{article}
\usepackage{amsmath, amssymb, amsthm}
\usepackage{mathtools}
% Theorem environments
\newtheorem{definition}{Definition}
\newtheorem{proposition}{Proposition}
\newtheorem{lemma}{Lemma}
% Custom commands for economics
\newcommand{\E}{\mathbb{E}} % Expectation
\newcommand{\R}{\mathbb{R}} % Real numbers
\newcommand{\pd}[2]{\frac{\partial #1}{\partial #2}} % Partial derivative
\begin{document}
\section{A Simple Consumer Problem}
\subsection{Environment}
Consider a consumer who lives for two periods, $t \in \{1, 2\}$. The consumer has preferences over consumption $c_t$ represented by the utility function:
%
\begin{equation}
U(c_1, c_2) = u(c_1) + \beta u(c_2)
\end{equation}
%
where $\beta \in (0,1)$ is the discount factor and $u(\cdot)$ is strictly increasing and strictly concave.
\subsection{Constraints}
The consumer earns income $y_1$ in period 1 and $y_2$ in period 2. She can save at gross interest rate $R = 1 + r$. The budget constraints are:
%
\begin{align}
c_1 + s &= y_1 \label{eq:bc1}\\
c_2 &= y_2 + Rs \label{eq:bc2}
\end{align}
%
where $s$ denotes savings. Combining \eqref{eq:bc1} and \eqref{eq:bc2} yields the intertemporal budget constraint:
%
\begin{equation}
c_1 + \frac{c_2}{R} = y_1 + \frac{y_2}{R} \equiv W
\end{equation}
\subsection{Optimization Problem}
The consumer solves:
%
\begin{equation}
\max_{c_1, c_2} \quad u(c_1) + \beta u(c_2)
\quad \text{s.t.} \quad c_1 + \frac{c_2}{R} = W
\end{equation}
\subsection{Solution}
The Lagrangian is:
%
\begin{equation}
\mathcal{L} = u(c_1) + \beta u(c_2) + \lambda\left(W - c_1 - \frac{c_2}{R}\right)
\end{equation}
First-order conditions:
%
\begin{align}
\pd{\mathcal{L}}{c_1} &= u'(c_1) - \lambda = 0 \\
\pd{\mathcal{L}}{c_2} &= \beta u'(c_2) - \frac{\lambda}{R} = 0
\end{align}
Combining these yields the \textbf{Euler equation}:
%
\begin{equation}
\boxed{u'(c_1) = \beta R \cdot u'(c_2)}
\end{equation}
\begin{proposition}[Consumption Smoothing]
If $\beta R = 1$, then $c_1^* = c_2^*$ (perfect consumption smoothing).
\end{proposition}
\begin{proof}
When $\beta R = 1$, the Euler equation becomes $u'(c_1) = u'(c_2)$. Since $u$ is strictly concave, $u'$ is strictly decreasing, which implies $c_1 = c_2$.
\end{proof}
%====================================
\section{A Firm's Dynamic Problem}
%====================================
Consider a firm that maximizes the present value of profits:
%
\begin{equation}
\max_{\{k_{t+1}, n_t\}_{t=0}^{\infty}} \sum_{t=0}^{\infty} \beta^t \left[ F(k_t, n_t) - w_t n_t - I_t \right]
\end{equation}
%
subject to the capital accumulation equation:
%
\begin{equation}
k_{t+1} = (1 - \delta) k_t + I_t
\end{equation}
The Bellman equation is:
%
\begin{equation}
V(k) = \max_{k', n} \left\{ F(k, n) - wn - k' + (1-\delta)k + \beta V(k') \right\}
\end{equation}
\end{document}LaTeX Packages to Include
% Essential packages for economics papers
\usepackage{amsmath} % Enhanced math environments
\usepackage{amssymb} % Mathematical symbols
\usepackage{amsthm} % Theorem environments
\usepackage{mathtools} % Extensions to amsmath
\usepackage{bm} % Bold math symbols
\usepackage{dsfont} % \mathds for indicator functionsUseful Custom Commands
% Expectation and probability
\newcommand{\E}{\mathbb{E}}
\newcommand{\Var}{\text{Var}}
\newcommand{\Cov}{\text{Cov}}
\newcommand{\Prob}{\mathbb{P}}
% Indicator function
\newcommand{\ind}{\mathds{1}}
% Partial derivatives
\newcommand{\pd}[2]{\frac{\partial #1}{\partial #2}}
\newcommand{\pdd}[2]{\frac{\partial^2 #1}{\partial #2^2}}
% Argmax/argmin
\DeclareMathOperator*{\argmax}{arg\,max}
\DeclareMathOperator*{\argmin}{arg\,min}
% Blackboard bold
\newcommand{\R}{\mathbb{R}}
\newcommand{\N}{\mathbb{N}}
\newcommand{\Z}{\mathbb{Z}}Best Practices
1. Use `align` environment for multiline equations 2. Label important equations with \label{} and reference with \eqref{} 3. Use `\text{}` for words in equations (not bare text) 4. Box key results with \boxed{} 5. Define custom commands for repeated notation 6. Use consistent subscript conventions ($t$ for time, $i$ for individuals)
Common Pitfalls
- ❌ Using
*for multiplication (use\cdotor implicit multiplication) - ❌ Forgetting
\left(and\right)for auto-sizing brackets - ❌ Inconsistent notation across the paper
- ❌ Not aligning equations at
=signs - ❌ Using
$$ ... $$instead of proper environments
References
- AMS-LaTeX User's Guide
- The Not So Short Introduction to LaTeX
- Mathpix - Convert handwritten equations to LaTeX
Changelog
v1.0.0
- Initial release with consumer, firm, and game theory templates
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What model types does it cover?
Static optimization, dynamic programming, game theory, and general equilibrium, with consumer, firm, and government agents.
How does it structure a model?
Into environment, preferences/technology, constraints, equilibrium concept, and solution (first-order conditions and closed-form results).