Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)
☆47Sep 26, 2023Updated 2 years ago
Alternatives and similar repositories for SparseGrids_in_econ_handbook
Users that are interested in SparseGrids_in_econ_handbook are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆34Feb 3, 2023Updated 3 years ago
- Example codes for the SIAM Journal on Scientific Computing (SISC) paper "High-Dimensional Dynamic Stochastic Model Representation"☆23Dec 4, 2023Updated 2 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
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆28Aug 25, 2022Updated 3 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆13Jan 10, 2023Updated 3 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆13Jan 23, 2024Updated 2 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆24Sep 25, 2019Updated 6 years ago
- ☆99May 24, 2024Updated 2 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆24Aug 12, 2022Updated 3 years ago
- ☆16Apr 19, 2026Updated last month
- A solver for Linear Rational Expectation Models☆11Apr 30, 2024Updated 2 years ago
- ☆23Nov 5, 2021Updated 4 years ago
- ☆70Oct 12, 2022Updated 3 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- HAT: Heterogeneous Agent Trade☆25Jun 17, 2025Updated 11 months 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…☆43Nov 20, 2020Updated 5 years ago
- PhD level course on advanved macro models dealing with agent heterogeneity.☆67Nov 30, 2020Updated 5 years ago
- ☆35Jun 13, 2024Updated last year
- Interactive guide to Fernández-Villaverde, Hurtado, and Nuño (2019): "Financial Frictions and the Wealth Distribution".☆100Mar 2, 2020Updated 6 years ago
- Sample Codes for the Course "Computations and Quantitative Models in Macro" by Alex Monge at the EUI, Florence☆11Nov 9, 2022Updated 3 years ago
- Code to Implement the Algorithm in "Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivativ…☆40Nov 25, 2018Updated 7 years ago
- Linearize dynamic economic models around their stochastic steady state☆11Oct 13, 2022Updated 3 years ago
- A Julia package to solve, simulate, and analyze nonlinear DSGE models.☆93May 27, 2026Updated 2 weeks ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- Quickly assemble data from the Panel Study of Income Dynamics (PSID)☆31Dec 21, 2025Updated 5 months ago
- Replications and Explorations Made using the ARK☆24Mar 12, 2026Updated 3 months ago
- A graduate course on Computational Macroeconomics☆103Jul 21, 2025Updated 10 months ago
- ☆49May 31, 2020Updated 6 years ago
- WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians☆19Dec 27, 2023Updated 2 years ago
- A unified framework to solve and analyze heterogeneous-agent macro models.☆342Feb 24, 2025Updated last year
- ☆52Sep 19, 2021Updated 4 years ago
- ☆34May 1, 2020Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆14Jul 25, 2019Updated 6 years ago
- Code for "Fiscal and Monetary Policy with Heterogeneous Agents" (Auclert, Rognlie, Straub 2025)☆53Apr 12, 2025Updated last year
- Computational macro exercises from 2nd year☆11Apr 6, 2019Updated 7 years ago
- Topics in Distributional Macroeconomics @ Tinbergen Institute☆13Mar 6, 2025Updated last year
- Estimation of heterogeneous agent models using both macro and micro data☆35Dec 21, 2022Updated 3 years ago
- 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
- Training material to help solve Heterogeneous agent New Keynesian (HANK) models in Julia using the Sequence Space Jacobian method (Aucler…☆23Jul 30, 2024Updated last year