FelipeAAlves / ReiterLinks
Reiter Julia code
☆18Updated 8 years ago
Alternatives and similar repositories for Reiter
Users that are interested in Reiter are comparing it to the libraries listed below
Sorting:
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆15Updated 8 years ago
- Quickly assemble data from the Panel Study of Income Dynamics (PSID)☆31Updated 3 weeks ago
- ☆35Updated 5 years ago
- HAT: Heterogeneous Agent Trade☆24Updated 7 months ago
- Describes and solves some simple HACT models in Julia. The notes and code is modified and translated from Benjamin Moll's notes and code…☆12Updated 9 years ago
- Training material to help solve Heterogeneous agent New Keynesian (HANK) models in Julia using the Sequence Space Jacobian method (Aucler…☆22Updated last year
- This repository solves the Aiyagari model with aggregate uncertainty☆31Updated last year
- Julia version of https://github.com/fediskhakov/dcegm☆23Updated 9 months ago
- ☆36Updated last month
- ☆34Updated 2 years ago
- Julia code for solving Khan and Thomas (2008) in continuous time☆11Updated 8 years ago
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆38Updated 5 years ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Updated 5 years ago
- WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians☆19Updated 2 years ago
- This repository contains the code for the paper Aggregating Heterogeneous-Agent Models with Permanent Income Shocks by Karl Harmenberg.☆16Updated 4 years ago
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆28Updated 5 years ago
- ☆70Updated 3 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Updated 5 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆14Updated last year
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆45Updated 2 years ago
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆14Updated 4 years ago
- Jupyter Notebook examples of the ConSav package☆28Updated last year
- Estimation of heterogeneous agent models using both macro and micro data☆36Updated 3 years ago
- Sample Codes for the Course "Computations and Quantitative Models in Macro" by Alex Monge at the EUI, Florence☆11Updated 3 years ago
- Using policy shocks to construct systematic policy rule counterfactuals☆14Updated 2 years ago
- Code for the Krusell--Smith model☆36Updated 7 years ago
- ☆28Updated 7 months 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…☆43Updated 5 years ago
- Repository for the Advanced Macroeconomics II course of Western University☆32Updated 2 years ago
- Demonstration of the Reiter method for solving models with heterogeneous agents and aggregate shocks in general equilibrium. Solves a sim…☆10Updated 8 years ago