jagman88 / HACTproject_JuliaLinks
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).
☆11Updated 9 years ago
Alternatives and similar repositories for HACTproject_Julia
Users that are interested in HACTproject_Julia are comparing it to the libraries listed below
Sorting:
- Reiter Julia code☆18Updated 8 years ago
- WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians☆19Updated last year
- This repository contains the code for the paper Aggregating Heterogeneous-Agent Models with Permanent Income Shocks by Karl Harmenberg.☆16Updated 3 years ago
- Quickly assemble data from the Panel Study of Income Dynamics (PSID)☆26Updated 4 months ago
- HAT: Heterogeneous Agent Trade☆24Updated last month
- ☆25Updated 2 months ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆15Updated 7 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
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Updated 3 years ago
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆36Updated 5 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Updated 5 years ago
- Training material to help solve Heterogeneous agent New Keynesian (HANK) models in Julia using the Sequence Space Jacobian method (Aucler…☆19Updated 11 months ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Updated 5 years ago
- Julia code for solving Khan and Thomas (2008) in continuous time☆8Updated 8 years ago
- Solve Aiyagari Model in Continuous Time☆29Updated 6 years ago
- ☆35Updated 5 years ago
- Linearize dynamic economic models around their stochastic steady state☆10Updated 2 years ago
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Updated 7 years ago
- This repository solves the Aiyagari model with aggregate uncertainty☆31Updated last year
- Local projection methods for impulse response estimation☆25Updated last year
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆12Updated last year
- ☆31Updated 2 years ago
- Julia version of https://github.com/fediskhakov/dcegm☆21Updated 4 months ago
- ☆17Updated 10 months ago
- Course website for Quantitative Methods for Monetary Economics☆10Updated 5 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Updated 5 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
- Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …☆11Updated 4 years ago
- Estimation of heterogeneous agent models using both macro and micro data☆35Updated 2 years ago
- Vector autoregressive model in Julia☆36Updated 3 years ago