JeppeDruedahl / G2EGM
Code for "A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints"
☆10Updated 4 years ago
Related projects: ⓘ
- EGM using fast upper-envelope scan☆9Updated 11 months ago
- Reiter Julia code☆18Updated 7 years ago
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆25Updated 4 years ago
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆36Updated 11 months ago
- Source for "Exploiting Symmetry in High-Dimensional Dynamic Programming"☆16Updated 9 months ago
- ☆22Updated 2 weeks ago
- This repository solves the Aiyagari model with aggregate uncertainty☆28Updated 6 months ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆21Updated 2 years ago
- Jupyter Notebook examples of the ConSav package☆28Updated 7 months ago
- Estimation of heterogeneous agent models using both macro and micro data☆33Updated last year
- Library for solving heterogenous agent models☆12Updated 9 months ago
- Computational macro exercises from 2nd year☆11Updated 5 years ago
- ☆36Updated 4 years ago
- Matlab codes for discretizing non-Gaussian Markov processes, based on Farmer & Toda "Discretizing Nonlinear, Non-Gaussian Markov Processe…☆16Updated 11 months ago
- ☆20Updated last month
- ☆25Updated last year
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆19Updated 3 months ago
- Code for the Krusell--Smith model☆30Updated 5 years ago
- HAT: Heterogeneous Agent Trade☆22Updated this week
- Julia code for Greg Kaplan's course: Introduction to Heterogeneous Agent Macroeconomics.☆18Updated 2 years ago
- Solves and simulates the Hugget JECD (1993) Economy☆11Updated 2 years ago
- ☆20Updated 3 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
- Julia programs associated with notes on heterogeneous agent macro (v2)☆21Updated 3 weeks ago
- Some Examples using VFItoolkit-matlab☆28Updated last month
- Course on solving heterogenous agent models☆34Updated this week
- Code for the Goethe Heterogeneous-Agent Macro Workshop, June 2024☆20Updated 2 months ago
- Training material to help solve Heterogeneous agent New Keynesian (HANK) models in Julia using the Sequence Space Jacobian method (Aucler…☆13Updated last month
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆32Updated 4 years ago
- ☆25Updated 7 years ago