Overlapping Generations Heterogeneous Agents (OLGHA) Model
☆24Aug 12, 2022Updated 3 years ago
Alternatives and similar repositories for OLGHA
Users that are interested in OLGHA are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Estimation of heterogeneous agent models using both macro and micro data☆35Dec 21, 2022Updated 3 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
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Jun 4, 2020Updated 5 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- This repository replicates the figures from the 3rd edition of the book "Recursive Macroeconomic Theory" by Lars Ljungqvist and Thomas J.…☆12Feb 9, 2016Updated 10 years ago
- Simple life cycle model following Costa Dias and O'Dea☆18Mar 4, 2024Updated 2 years ago
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Aug 9, 2017Updated 8 years ago
- Code for "A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints"☆11Jan 23, 2020Updated 6 years ago
- HAT: Heterogeneous Agent Trade☆25Jun 17, 2025Updated 9 months ago
- ☆13Jan 10, 2023Updated 3 years ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Feb 19, 2020Updated 6 years ago
- Economic Policy Analysis with Overlapping Generations Models (Autumn 2017)☆30Dec 5, 2017Updated 8 years ago
- A collection of macroeconomic models with heterogenous agents written in python and matlab by me.☆105Jun 11, 2024Updated last year
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Code to Implement the Algorithm in "Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivativ…☆39Nov 25, 2018Updated 7 years ago
- PhD level course on advanved macro models dealing with agent heterogeneity.☆67Nov 30, 2020Updated 5 years ago
- Code for running model in BHM (2020) and UI to change parameters☆12Jun 22, 2022Updated 3 years ago
- ☆52Sep 19, 2021Updated 4 years ago
- Automatic Differentiation Package for MATLAB☆48May 28, 2024Updated last year
- Code and teaching material for "Modeling with Julia -- with an Application to the New York Fed DSGE", a workshop at CEF 2017☆24Sep 12, 2022Updated 3 years ago
- A toolkit for implementing occasionally binding constraints in Dynare.☆49May 27, 2024Updated last year
- Some Examples using VFItoolkit-matlab☆34Mar 9, 2026Updated 2 weeks ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆27Jun 16, 2025Updated 9 months ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆38May 5, 2020Updated 5 years ago
- Reiter Julia code☆18Mar 28, 2017Updated 8 years ago
- DSGE, Macroeconomic Model, matlab, julia, python, dynare☆50Nov 1, 2019Updated 6 years ago
- Repository for the Advanced Macroeconomics II course of Western University☆32Apr 3, 2023Updated 2 years ago
- 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
- ☆109Nov 8, 2017Updated 8 years ago
- Training material to help solve Heterogeneous agent New Keynesian (HANK) models in Julia using the Sequence Space Jacobian method (Aucler…☆22Jul 30, 2024Updated last year
- A unified framework to solve and analyze heterogeneous-agent macro models.☆323Feb 24, 2025Updated last year
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆11Apr 8, 2022Updated 3 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆14Aug 10, 2017Updated 8 years ago
- ☆37Dec 11, 2025Updated 3 months ago
- ☆97May 24, 2024Updated last year
- Solve nonlinear heterogeneous agent models☆113Nov 7, 2025Updated 4 months ago
- Code to accompany the paper "Pricing Uncertainty Induced by Climate Change"☆19Dec 17, 2021Updated 4 years ago
- 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
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Sep 25, 2019Updated 6 years ago