Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)
☆48Sep 26, 2023Updated 3 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…☆29Aug 14, 2020Updated 6 years ago
- ☆16Apr 19, 2026Updated 6 months ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 5 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆29Aug 25, 2022Updated 4 years ago
- ☆13Jan 10, 2023Updated 3 years ago
- ☆100May 24, 2024Updated 2 years ago
- ☆50May 31, 2020Updated 6 years ago
- HAT: Heterogeneous Agent Trade☆25Jun 17, 2025Updated last year
- This code solves the Krusell-Smith model in two ways: Perturbation and MIT shock. More details on the model and the solution approach can…☆42Nov 20, 2020Updated 5 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆13Jan 23, 2024Updated 2 years ago
- ☆73Oct 12, 2022Updated 4 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆24Sep 25, 2019Updated 7 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Sample Codes for the Course "Computations and Quantitative Models in Macro" by Alex Monge at the EUI, Florence☆11Nov 9, 2022Updated 3 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆25Aug 12, 2022Updated 4 years ago
- PhD level course on advanved macro models dealing with agent heterogeneity.☆67Nov 30, 2020Updated 5 years ago
- A solver for Linear Rational Expectation Models☆11Apr 30, 2024Updated 2 years ago
- Interactive guide to Fernández-Villaverde, Hurtado, and Nuño (2019): "Financial Frictions and the Wealth Distribution".☆100Mar 2, 2020Updated 6 years ago
- ☆41Jun 13, 2024Updated 2 years ago
- Quickly assemble data from the Panel Study of Income Dynamics (PSID)☆31Dec 21, 2025Updated 10 months ago
- A unified framework to solve and analyze heterogeneous-agent macro models.☆356Feb 24, 2025Updated last year
- ☆23Nov 5, 2021Updated 4 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Code to Implement the Algorithm in "Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivativ…☆42Nov 25, 2018Updated 7 years ago
- Source for "Exploiting Symmetry in High-Dimensional Dynamic Programming"☆25Jun 8, 2026Updated 4 months ago
- Simple life cycle model following Costa Dias and O'Dea☆18Mar 4, 2024Updated 2 years ago
- Code for "Fiscal and Monetary Policy with Heterogeneous Agents" (Auclert, Rognlie, Straub 2025)☆56Apr 12, 2025Updated last year
- ☆14Jul 25, 2019Updated 7 years ago
- Estimation of heterogeneous agent models using both macro and micro data☆35Dec 21, 2022Updated 3 years ago
- Public code and demonstration on sequence space Jacobians of life cycle models☆32Jun 24, 2026Updated 4 months ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.☆132Sep 16, 2026Updated last month
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Replications and Explorations Made using the ARK☆25Oct 14, 2026Updated 2 weeks ago
- Macros and functions to work with DSGE models.☆151Updated this week
- A graduate course on Computational Macroeconomics☆108Jul 21, 2025Updated last year
- Linearize dynamic economic models around their stochastic steady state☆11Oct 13, 2022Updated 4 years ago
- WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians☆19Dec 27, 2023Updated 2 years ago
- Phase diagrams from the paper "Resolving New Keynesian Anomalies with Wealth in the Utility Function"☆11May 28, 2025Updated last year
- A Julia package to solve, simulate, and analyze nonlinear DSGE models.☆95Aug 26, 2026Updated 2 months ago