Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models
☆23Sep 25, 2019Updated 6 years ago
Alternatives and similar repositories for CodeDynaAsset
Users that are interested in CodeDynaAsset are comparing it to the libraries listed below
Sorting:
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆28Aug 14, 2020Updated 5 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Jun 4, 2020Updated 5 years ago
- Linearize dynamic economic models around their stochastic steady state☆11Oct 13, 2022Updated 3 years ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Feb 19, 2020Updated 6 years ago
- This code solves the Krusell-Smith model in two ways: Perturbation and MIT shock. More details on the model and the solution approach can…☆43Nov 20, 2020Updated 5 years ago
- Code for replication of working paper version of The Art of Temporal Approximation☆13May 8, 2024Updated last year
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆14Jun 1, 2021Updated 4 years ago
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆46Sep 26, 2023Updated 2 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Sep 4, 2019Updated 6 years ago
- ☆34May 1, 2020Updated 5 years ago
- Some Examples using VFItoolkit-matlab☆34Feb 4, 2026Updated 3 weeks ago
- Replications and Explorations Made using the ARK☆24Jan 10, 2026Updated last month
- This repository contains the code for the paper Aggregating Heterogeneous-Agent Models with Permanent Income Shocks by Karl Harmenberg.☆16Aug 24, 2021Updated 4 years ago
- A solver for Linear Rational Expectation Models☆11Apr 30, 2024Updated last year
- Solving models with numerical methods (economics)☆13Aug 1, 2023Updated 2 years ago
- PhD level course on advanved macro models dealing with agent heterogeneity.☆66Nov 30, 2020Updated 5 years ago
- Dynare .mod files for macroeconomic DSGE models☆16Updated this week
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆13Jan 23, 2024Updated 2 years ago
- Analysis of the household consumption response to the Covid-19 crisis and the CAREs Act response☆20Jan 17, 2026Updated last month
- This repository solves the Aiyagari model with aggregate uncertainty☆30Feb 29, 2024Updated last year
- ☆34Feb 3, 2023Updated 3 years ago
- Interactive guide to Fernández-Villaverde, Hurtado, and Nuño (2019): "Financial Frictions and the Wealth Distribution".☆98Mar 2, 2020Updated 5 years ago
- Demonstrations of how to use material in the Econ-ARK☆38Feb 15, 2026Updated last week
- Computation in Macro - PhD tutorial☆11Nov 23, 2020Updated 5 years ago
- A Julia package to solve, simulate, and analyze nonlinear DSGE models.☆92Jan 17, 2026Updated last month
- Estimation of heterogeneous agent models using both macro and micro data☆35Dec 21, 2022Updated 3 years ago
- ☆71Oct 12, 2022Updated 3 years ago
- HAT: Heterogeneous Agent Trade☆24Jun 17, 2025Updated 8 months ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆65May 15, 2025Updated 9 months ago
- Code for the Spring 2022 heterogeneous-agent macro workshop☆104Oct 4, 2022Updated 3 years ago
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆38May 5, 2020Updated 5 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 years ago
- ☆18Sep 4, 2024Updated last year
- Solve non-linear HJB equations.☆137Oct 14, 2025Updated 4 months ago
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆21Oct 7, 2024Updated last year
- WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians☆18Dec 27, 2023Updated 2 years ago
- Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)☆92Apr 8, 2022Updated 3 years ago
- Replication of Heterogeneous Agent New Keynesian (HANK) model in MATLAB☆42Aug 10, 2020Updated 5 years ago
- Code for "A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints"☆11Jan 23, 2020Updated 6 years ago