QuantEcon / book-dp1-public-companionLinks
Dynamic Programming Volume 1
☆111Updated last year
Alternatives and similar repositories for book-dp1-public-companion
Users that are interested in book-dp1-public-companion are comparing it to the libraries listed below
Sorting:
- My "Foundations of Computational Economics" course☆102Updated 4 years ago
- website for numerical methods course☆82Updated last year
- Companion Site for Economic Networks: Theory and Computation☆120Updated last month
- Vector autoregressive model in Julia☆36Updated 3 years ago
- Financial Econometrics (MSc, Julia code)☆67Updated 4 months ago
- Solve nonlinear heterogeneous agent models☆105Updated last month
- Julia Tutorial for Finance and Econometrics Students☆122Updated last month
- 'math+econ+code' masterclass on equilibrium transport and matching models in economics☆35Updated 2 years ago
- Macros and functions to work with DSGE models.☆132Updated this week
- ☆35Updated last year
- Class Materials for 47-809 Computational Methods for Economics at Carnegie Mellon☆81Updated last year
- ☆19Updated 2 years ago
- Codes to accompany the paper "Matlab, Python, Julia: What to Choose in Economics?" by Chase Coleman, Spencer Lyon, Lilia Maliar, and Serg…☆23Updated 6 years ago
- ☆26Updated 7 years ago
- Repository for the Advanced Macroeconomics II course of Western University☆31Updated 2 years ago
- A Julia package to solve, simulate, and analyze nonlinear DSGE models.☆90Updated 3 weeks ago
- ☆15Updated 3 weeks ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆63Updated 7 months ago
- Empirical Finance Course (PhD, Julia code)☆37Updated last year
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆45Updated 2 years ago
- Matlab codes for discretizing non-Gaussian Markov processes, based on Farmer & Toda "Discretizing Nonlinear, Non-Gaussian Markov Processe…☆18Updated 2 years ago
- Code for replication of working paper version of The Art of Temporal Approximation☆13Updated last year
- HAT: Heterogeneous Agent Trade☆24Updated 6 months ago
- Solve non-linear HJB equations.☆136Updated 2 months ago
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆38Updated 5 years ago
- This repository contains the code to generate results from the paper "Artificial Neural Networks to solve dynamic programming problems: a…☆10Updated last year
- ☆24Updated 8 years ago
- Example codes for the SIAM Journal on Scientific Computing (SISC) paper "High-Dimensional Dynamic Stochastic Model Representation"☆22Updated 2 years ago
- GPU + OpenCL Value Function Iteration for Macro Models☆18Updated 7 years ago
- ☆26Updated 6 months ago