EconForge / Smolyak
Efficient implementations of Smolyak's algorithm for function approxmation in Python and Julia.
☆32Updated 8 years ago
Alternatives and similar repositories for Smolyak:
Users that are interested in Smolyak are comparing it to the libraries listed below
- Replications and Explorations Made using the ARK☆22Updated 2 weeks ago
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆41Updated last year
- Solve Aiyagari Model in Continuous Time☆27Updated 6 years ago
- ☆24Updated 6 years ago
- Library for solving consumption-saving models☆23Updated 4 months ago
- TikTak: A multistart global optimization algorithm☆37Updated last year
- ☆25Updated 7 years ago
- Computational macro exercises from 2nd year☆11Updated 5 years ago
- Economic modeling in Julia☆58Updated 2 weeks ago
- Matlab codes for discretizing non-Gaussian Markov processes, based on Farmer & Toda "Discretizing Nonlinear, Non-Gaussian Markov Processe…☆16Updated last year
- Example codes for the SIAM Journal on Scientific Computing (SISC) paper "High-Dimensional Dynamic Stochastic Model Representation"☆20Updated last year
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆19Updated 4 months ago
- Julia versions of the CompEcon routines by Miranda and Fackler.☆48Updated 2 years ago
- Reiter Julia code☆18Updated 7 years ago
- Syllabus for CompEcon Course☆46Updated 4 years ago
- Sequential Monte Carlo algorithm for approximation of posterior distributions.☆72Updated 5 months ago
- A Julia package to solve, simulate, and analyze nonlinear DSGE models.☆84Updated 3 months ago
- Julia version of https://github.com/fediskhakov/dcegm☆20Updated 3 years ago
- Codes to accompany the paper "Matlab, Python, Julia: What to Choose in Economics?" by Chase Coleman, Spencer Lyon, Lilia Maliar, and Serg…☆21Updated 5 years ago
- Empirical Finance Course (PhD, Julia code)☆34Updated 2 months ago
- ☆23Updated 5 months ago
- Python module for solving linear dynamic models using Klein's (2000) method and creating custom simulations.☆15Updated 3 weeks ago
- Code and algorithms for "Equilibrium Technology Diffusion, Trade, and Growth"☆17Updated 4 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆21Updated 5 years ago
- ☆100Updated 4 years ago
- GDSGE: A Toolbox for Solving Global DSGE Models☆28Updated this week
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆32Updated 7 months ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆16Updated 4 years ago
- ☆14Updated last year
- The Program and Compiler Database that accompanies the book "Introduction to Computational Economcis using Fortran"☆75Updated 2 months ago