SparseGridsForDynamicEcon / HDMR
Example codes for the SIAM Journal on Scientific Computing (SISC) paper "High-Dimensional Dynamic Stochastic Model Representation"
☆17Updated 9 months ago
Related projects: ⓘ
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆36Updated 11 months ago
- ☆13Updated last year
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆21Updated 4 years ago
- ☆12Updated last year
- ☆20Updated 3 months ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆16Updated 4 years ago
- Advanced dynamic programming☆24Updated 10 months ago
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆19Updated 3 months 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
- Pseudospectral Methods for Continuous-Time Heterogeneous-Agent Models☆11Updated 3 weeks ago
- ☆15Updated 2 years ago
- Julia programs associated with notes on heterogeneous agent macro (v2)☆21Updated 3 weeks ago
- Computational macro exercises from 2nd year☆11Updated 5 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆11Updated 7 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
- ☆25Updated last year
- Simple life cycle model following Costa Dias and O'Dea☆14Updated 6 months ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 6 years ago
- ☆14Updated 5 years ago
- ☆15Updated last month
- Library for solving consumption-saving models☆22Updated 7 months ago
- Estimation of heterogeneous agent models using both macro and micro data☆33Updated last year
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆15Updated 7 years ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆12Updated 4 years ago
- Library for solving heterogenous agent models☆12Updated 9 months ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆21Updated 2 years ago
- Gradually build up a life-cycle model☆17Updated 2 weeks ago
- Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"☆20Updated 7 years ago
- Source for "Exploiting Symmetry in High-Dimensional Dynamic Programming"☆16Updated 9 months ago
- Solves and simulates the Hugget JECD (1993) Economy☆11Updated 2 years ago