Code for "A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints"
☆11Jan 23, 2020Updated 6 years ago
Alternatives and similar repositories for G2EGM
Users that are interested in G2EGM are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆40May 5, 2020Updated 6 years ago
- Fast upper envelope scan for discrete-continuous optimization☆14Jul 17, 2026Updated last week
- Fully JAX-compatible python implementation of the DC-EGM algorithm from Iskhakov, Jorgensen, Rust, and Schjerning (QE, 2017).☆24Updated this week
- Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …☆13Sep 20, 2020Updated 5 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆24Aug 12, 2022Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Julia version of https://github.com/fediskhakov/dcegm☆21Mar 24, 2025Updated last year
- Estimation of heterogeneous agent models using both macro and micro data☆35Dec 21, 2022Updated 3 years ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Feb 19, 2020Updated 6 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
- Jupyter Notebook examples of the ConSav package☆27Feb 5, 2024Updated 2 years ago
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆48Sep 26, 2023Updated 2 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆24Sep 25, 2019Updated 6 years ago
- ☆44Sep 13, 2021Updated 4 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Sample Codes for the Course "Computations and Quantitative Models in Macro" by Alex Monge at the EUI, Florence☆11Nov 9, 2022Updated 3 years ago
- Demonstrations of how to use material in the Econ-ARK☆38Updated this week
- ☆70Oct 12, 2022Updated 3 years ago
- Code for replication of working paper version of The Art of Temporal Approximation☆13May 8, 2024Updated 2 years ago
- Framework for the simulation and estimation of some finite-horizon discrete choice dynamic programming models.☆83Jul 13, 2026Updated 2 weeks ago
- TikTak: A multistart global optimization algorithm☆43Sep 1, 2023Updated 2 years ago
- Replications and Explorations Made using the ARK☆24Mar 12, 2026Updated 4 months ago
- Public code and demonstration on sequence space Jacobians of life cycle models☆29Jun 24, 2026Updated last month
- ☆99May 24, 2024Updated 2 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- 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
- Pseudospectral Methods for Continuous-Time Heterogeneous-Agent Models☆14Aug 27, 2024Updated last year
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆14Jun 1, 2021Updated 5 years ago
- ☆12Apr 4, 2024Updated 2 years ago
- Course on solving heterogenous agent models☆50Dec 9, 2025Updated 7 months ago
- HAT: Heterogeneous Agent Trade☆25Jun 17, 2025Updated last year
- Computation lab☆22Jul 7, 2026Updated 3 weeks ago
- Code for the Spring 2023 NBER heterogeneous-agent macro workshop☆116Mar 29, 2024Updated 2 years ago
- A unified framework to solve and analyze heterogeneous-agent macro models.☆351Feb 24, 2025Updated last year
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- ☆12Sep 21, 2020Updated 5 years ago
- Heterogenous Agents Resources & toolKit☆390Jul 15, 2026Updated last week
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆18Jun 4, 2020Updated 6 years ago
- Reiter Julia code☆18Mar 28, 2017Updated 9 years ago
- ☆37Jun 13, 2024Updated 2 years ago
- Library for solving consumption-saving models☆24Feb 26, 2026Updated 5 months ago
- Code for "Fiscal and Monetary Policy with Heterogeneous Agents" (Auclert, Rognlie, Straub 2025)☆54Apr 12, 2025Updated last year