HariharanJayashankar / LinearTimeIteration.jl
A solver for Linear Rational Expectation Models
☆10Updated 4 months ago
Related projects: ⓘ
- Linearize dynamic economic models around their stochastic steady state☆10Updated last year
- Replication Kit for Oswald, Quantitative Economics (2019)☆9Updated 5 years ago
- Method of Simulated Moments☆11Updated 2 years ago
- Training material to help solve Heterogeneous agent New Keynesian (HANK) models in Julia using the Sequence Space Jacobian method (Aucler…☆13Updated last month
- Code for replication of working paper version of The Art of Temporal Approximation☆11Updated 4 months ago
- This repository contains the code for the paper Aggregating Heterogeneous-Agent Models with Permanent Income Shocks by Karl Harmenberg.☆17Updated 3 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆11Updated 7 months ago
- Parallel computation of sovereign default model☆14Updated 2 years ago
- Topics in Distributional Macroeconomics @ Tinbergen Institute☆11Updated 3 months ago
- Solve Aiyagari Model in Continuous Time☆27Updated 5 years ago
- Estimates parameters of EK(2002) or Waugh(2010) via STATA and computes bilateral trade flows via simmulation☆14Updated 3 years ago
- Code and algorithms for "Equilibrium Technology Diffusion, Trade, and Growth"☆17Updated 3 years ago
- Replication code for Bonhomme Lamadon Manresa 2021: Discretizing Unobserved Heterogeneity☆17Updated 3 years ago
- ☆20Updated 3 months ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆12Updated 4 years ago
- Julia code for solving Khan and Thomas (2008) in continuous time☆8Updated 7 years ago
- WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians☆17Updated 8 months ago
- ☆23Updated 2 years ago
- Local projection methods for impulse response estimation☆20Updated 4 months ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆12Updated 2 years ago
- Reiter Julia code☆18Updated 7 years ago
- Quickly assemble data from the Panel Study of Income Dynamics (PSID)☆25Updated 3 months ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 6 years ago
- Stata's Binscatter for Julia☆15Updated 3 weeks ago
- ☆25Updated last year
- course website☆12Updated 3 years ago
- HAT: Heterogeneous Agent Trade☆22Updated this week
- Solving models with numerical methods (economics)☆11Updated last year
- Regression-based multi-period difference-in-differences with heterogenous treatment effects☆13Updated 2 years ago
- Class Materials for Econ 281☆12Updated 3 months ago