JeppeDruedahl / HANKPY
Code for solving HANK models in continuous time in Python using numba and UMFPACK
☆12Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for HANKPY
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆11Updated 9 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
- Simple life cycle model following Costa Dias and O'Dea☆16Updated 8 months ago
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆26Updated 4 years ago
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆11Updated 3 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆16Updated 4 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 7 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Updated 5 years ago
- Solving models with numerical methods (economics)☆11Updated last year
- ☆13Updated 7 months ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆17Updated 7 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆21Updated 2 years ago
- A collection of Dynare models☆19Updated 4 years ago
- Solves and simulates the Hugget JECD (1993) Economy☆11Updated 2 years ago
- Gradually build up a life-cycle model☆18Updated this week
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆14Updated 2 years ago
- ☆27Updated last year
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Updated 7 years ago
- Training material to help solve Heterogeneous agent New Keynesian (HANK) models in Julia using the Sequence Space Jacobian method (Aucler…☆13Updated 3 months ago
- ☆12Updated last year
- Reiter Julia code☆18Updated 7 years ago
- ☆22Updated 5 months ago
- Linearize dynamic economic models around their stochastic steady state☆10Updated 2 years ago
- Code for replication of working paper version of The Art of Temporal Approximation☆11Updated 6 months ago
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆19Updated last month
- Estimation of heterogeneous agent models using both macro and micro data☆35Updated last year
- Numerical analysis code and notes for EC 702☆24Updated 7 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆21Updated 5 years ago
- ☆13Updated 3 years ago
- ☆11Updated 3 years ago