jagman88 / HACTproject_Julia
Describes and solves some simple HACT models in Julia. The notes and code is modified and translated from Benjamin Moll's notes and codes: http://www.princeton.edu/~moll/notes.htm and http://www.princeton.edu/~moll/HACTproject.htm).
☆10Updated 8 years ago
Alternatives and similar repositories for HACTproject_Julia:
Users that are interested in HACTproject_Julia are comparing it to the libraries listed below
- Solve Aiyagari Model in Continuous Time☆28Updated 6 years ago
- Reiter Julia code☆18Updated 8 years ago
- This repository contains the code for the paper Aggregating Heterogeneous-Agent Models with Permanent Income Shocks by Karl Harmenberg.☆17Updated 3 years ago
- Demonstration of the Reiter method for solving models with heterogeneous agents and aggregate shocks in general equilibrium. Solves a sim…☆11Updated 7 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆17Updated 7 years ago
- Julia code for solving Khan and Thomas (2008) in continuous time☆8Updated 8 years ago
- Simple life cycle model following Costa Dias and O'Dea☆15Updated last year
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Updated 7 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆11Updated last year
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆11Updated 3 years ago
- Solves and simulates the Hugget JECD (1993) Economy☆11Updated 3 years ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆12Updated 5 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Updated 5 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆18Updated 4 years ago
- Training material to help solve Heterogeneous agent New Keynesian (HANK) models in Julia using the Sequence Space Jacobian method (Aucler…☆16Updated 8 months ago
- WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians☆17Updated last year
- HAT: Heterogeneous Agent Trade☆24Updated 5 months ago
- Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …☆11Updated 4 years ago
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆28Updated 4 years ago
- Solving models with numerical methods (economics)☆11Updated last year
- Linearize dynamic economic models around their stochastic steady state☆10Updated 2 years ago
- ☆25Updated 7 years ago
- ☆16Updated 6 months ago
- Quickly assemble data from the Panel Study of Income Dynamics (PSID)☆26Updated 2 weeks ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Updated 5 years ago
- ☆23Updated 6 months ago
- Parallel computation of sovereign default model☆15Updated 3 years ago
- Computational macro exercises from 2nd year☆11Updated 5 years ago
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆18Updated 5 months ago
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆33Updated 4 years ago