J-Kahn / estimating-dynamic-corporateLinks
Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"
☆23Updated 8 years ago
Alternatives and similar repositories for estimating-dynamic-corporate
Users that are interested in estimating-dynamic-corporate are comparing it to the libraries listed below
Sorting:
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Updated 5 years ago
- Some Examples using VFItoolkit-matlab☆32Updated last week
- This repository contains the material I use to teach the TA sections for the first-year PhD Macroeconomics course at Boston University (E…☆29Updated 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
- Materials for the mini-course on deep learning and macro-finance.☆22Updated last year
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆19Updated 11 months ago
- LP and VAR inference under potential misspecification☆12Updated last year
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Updated 5 years ago
- Estimation of heterogeneous agent models using both macro and micro data☆37Updated 2 years ago
- ☆15Updated 4 years ago
- Numerical analysis code and notes for EC 702☆30Updated 8 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆23Updated 3 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…☆43Updated 4 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated 2 years ago
- Inference in SVMA models identified by external instruments/proxies☆12Updated 2 years ago
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆42Updated last year
- Codes that use the VFI Toolkit to replicate existing papers☆45Updated 5 months ago
- ☆12Updated 2 years ago
- ☆31Updated 2 years ago
- Replication material for "Optimal Automatic Stabilizers"☆11Updated 4 years ago
- ☆19Updated last year
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Updated 7 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆16Updated 3 years ago
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆25Updated 3 years ago
- Slides for teaching numerical methods in quantitative macroeconomics☆13Updated 3 years ago
- Simple life cycle model following Costa Dias and O'Dea☆17Updated last year
- Advanced dynamic programming☆25Updated last year
- Solving models with numerical methods (economics)☆12Updated 2 years ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆38Updated 3 years ago
- Gradually build up a life-cycle model☆21Updated 3 months ago