Solving high dimensional macro finance model
☆13Apr 20, 2026Updated 6 months ago
Alternatives and similar repositories for continuous-macrofinance
Users that are interested in continuous-macrofinance are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Code for "The Intertemporal Keynesian Cross" (Auclert, Rognlie, Straub JPE 2024)☆15Dec 11, 2024Updated last year
- ☆16Sep 5, 2020Updated 6 years ago
- ☆22May 2, 2022Updated 4 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- Replication material for "Optimal Automatic Stabilizers"☆11Aug 9, 2021Updated 5 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Julia code for solving Khan and Thomas (2008) in continuous time☆11Mar 15, 2017Updated 9 years ago
- Library for solving heterogenous agent models☆23Jun 11, 2025Updated last year
- Code for "New Pricing Models, Same Old Phillips Curves?" (Auclert, Rigato, Rognlie, Straub 2023)☆11Mar 24, 2023Updated 3 years ago
- Pseudospectral Methods for Continuous-Time Heterogeneous-Agent Models☆14Aug 27, 2024Updated 2 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆13Jan 23, 2024Updated 2 years ago
- ☆14Jul 25, 2019Updated 7 years ago
- ☆18Jul 22, 2021Updated 5 years ago
- ☆19Sep 4, 2024Updated 2 years ago
- Bayesian methods for time series analysis with code in Julia☆15Aug 14, 2023Updated 3 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.
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆18Jun 4, 2020Updated 6 years ago
- ☆27Jul 15, 2024Updated 2 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 5 years ago
- ☆23Apr 28, 2024Updated 2 years ago
- Solve linear PDEs associated with Markov processes☆11Oct 2, 2026Updated 3 weeks 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
- ☆34Feb 3, 2023Updated 3 years ago
- HAT: Heterogeneous Agent Trade☆25Jun 17, 2025Updated last year
- Method of Simulated Moments using deep learning to generate moment conditions☆12Feb 21, 2024Updated 2 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.
- Method of Simulated Moments☆12Oct 7, 2026Updated 2 weeks ago
- This is the numerical approach proposed in the paper "Optimal Incentives to Mitigate Epidemics: A Stackelberg Mean Field Game Approach" b…☆13Nov 22, 2021Updated 4 years ago
- Replication files for numerical solution in "Monetary Policy, Segmentation, and the Term Structure"☆14Jul 27, 2026Updated 3 months ago
- Code for "Fiscal and Monetary Policy with Heterogeneous Agents" (Auclert, Rognlie, Straub 2025)☆56Apr 12, 2025Updated last year
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆29Aug 25, 2022Updated 4 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆24Sep 25, 2019Updated 7 years ago
- Notify me, Julia! I cannot remember after executing the script!!☆15Jul 26, 2021Updated 5 years ago
- Code for replication of working paper version of The Art of Temporal Approximation☆13May 8, 2024Updated 2 years ago
- Software for converting regional administrative codes (China) over years☆13Jun 24, 2026Updated 4 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- 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
- Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"☆25Jul 22, 2017Updated 9 years ago
- example code that shows second order perturbations in HA models☆14Jan 28, 2025Updated last year
- ☆45Jun 24, 2023Updated 3 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
- ☆10Jan 25, 2018Updated 8 years ago
- ☆13Jun 9, 2023Updated 3 years ago