giob1994 / GPU-OpenCL-VFI-in-JuliaLinks
GPU + OpenCL Value Function Iteration for Macro Models
☆18Updated 7 years ago
Alternatives and similar repositories for GPU-OpenCL-VFI-in-Julia
Users that are interested in GPU-OpenCL-VFI-in-Julia are comparing it to the libraries listed below
Sorting:
- Julia version of https://github.com/fediskhakov/dcegm☆23Updated 9 months ago
- WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians☆19Updated 2 years ago
- Quickly assemble data from the Panel Study of Income Dynamics (PSID)☆31Updated last month
- ☆36Updated last month
- A Julia package to solve, simulate, and analyze nonlinear DSGE models.☆91Updated 2 weeks ago
- Simulated Method of Moments for Julia☆82Updated 8 months ago
- ☆28Updated 7 months ago
- ☆17Updated 5 months ago
- ☆26Updated 7 years ago
- Linearize dynamic economic models around their stochastic steady state☆11Updated 3 years ago
- Reiter Julia code☆18Updated 8 years ago
- ☆15Updated 2 years ago
- Parallel computation of sovereign default model☆17Updated 4 years ago
- Local projection methods for impulse response estimation☆29Updated last year
- ☆35Updated 5 years ago
- A Package for Solving Dynamic Rational Inattention Problems☆17Updated 4 years ago
- Macros and functions to work with DSGE models.☆132Updated this week
- Julia versions of the CompEcon routines by Miranda and Fackler.☆52Updated 3 years ago
- Repository for Micro Risks and (Robust) Pareto Improving Policies☆12Updated last year
- Solve non-linear HJB equations.☆138Updated 3 months ago
- Code for the Krusell--Smith model☆36Updated 7 years ago
- ☆70Updated 3 years ago
- A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.☆122Updated last week
- Matlab codes for discretizing non-Gaussian Markov processes, based on Farmer & Toda "Discretizing Nonlinear, Non-Gaussian Markov Processe…☆18Updated 2 years ago
- HAT: Heterogeneous Agent Trade☆24Updated 7 months ago
- Training material to help solve Heterogeneous agent New Keynesian (HANK) models in Julia using the Sequence Space Jacobian method (Aucler…☆22Updated last year
- Continuous-Time Sequence Space Jacobian Code for "Some Pleasant Sequence-Space Arithmetic in Continuous Time"☆19Updated 7 months ago
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆38Updated 5 years ago
- Vector autoregressive model in Julia☆36Updated 3 years ago
- Solve Aiyagari Model in Continuous Time☆29Updated 7 years ago