PaulFackler / CompEconLinks
CompEcon is a set of MATLAB functions for solving a variety of problems in economics and finance. The library functions include rootfinding and optimization solvers, a integrated set of routines for function approximation using polynomial, splines and other functional families, a set of numerical integration routines for general functions and fo…
☆32Updated 7 years ago
Alternatives and similar repositories for CompEcon
Users that are interested in CompEcon are comparing it to the libraries listed below
Sorting:
- Some Examples using VFItoolkit-matlab☆31Updated last week
- Numerical analysis code and notes for EC 702☆30Updated 8 years ago
- Codes that use the VFI Toolkit to replicate existing papers☆45Updated 3 months ago
- Estimation of heterogeneous agent models using both macro and micro data☆35Updated 2 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆16Updated 2 years ago
- Replication of Heterogeneous Agent New Keynesian (HANK) model in MATLAB☆37Updated 4 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆20Updated 2 years ago
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆24Updated 2 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
- Course notes for the first half of ECON-GA 1025 – Macroeconomic Theory I, Fall Semester 2018☆56Updated 6 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Updated 6 years ago
- Repository for the Advanced Macroeconomics II course of Western University☆28Updated 2 years ago
- A toolkit for implementing occasionally binding constraints in Dynare.☆47Updated last year
- Jupyter Notebook examples of the ConSav package☆28Updated last year
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆28Updated 4 years ago
- Solves and simulates the Hugget JECD (1993) Economy☆11Updated 3 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆33Updated 2 years ago
- 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
- HAT: Heterogeneous Agent Trade☆24Updated 3 weeks ago
- ☆44Updated 5 years ago
- ☆11Updated 4 years ago
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Updated 7 years ago
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆19Updated 9 months ago
- Code to solve exercises from Adda and Cooper's "Dynamic Economics" book☆18Updated 5 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆15Updated 7 years ago
- ☆35Updated 5 years ago
- This repository contains the code for the paper Aggregating Heterogeneous-Agent Models with Permanent Income Shocks by Karl Harmenberg.☆16Updated 3 years ago
- Teaching materials from DSE2019 summer school at Chicago Booth☆39Updated 5 years ago
- Demonstration of the Reiter method for solving models with heterogeneous agents and aggregate shocks in general equilibrium. Solves a sim…☆11Updated 7 years ago
- Code for the Krusell--Smith model☆34Updated 6 years ago