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
- Reiter Julia code☆18Updated 8 years ago
- Solve Aiyagari Model in Continuous Time☆28Updated 6 years ago
- WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians☆17Updated last year
- Quickly assemble data from the Panel Study of Income Dynamics (PSID)☆26Updated last month
- Linearize dynamic economic models around their stochastic steady state☆10Updated 2 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Updated 5 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆11Updated last year
- Local projection methods for impulse response estimation☆23Updated 11 months ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆12Updated 5 years ago
- HAT: Heterogeneous Agent Trade☆24Updated 5 months ago
- Parallel computation of sovereign default model☆16Updated 3 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
- 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
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆11Updated 3 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆17Updated 7 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Updated 3 years ago
- Sample Codes for the Course "Computations and Quantitative Models in Macro" by Alex Monge at the EUI, Florence☆10Updated 2 years ago
- Simple life cycle model following Costa Dias and O'Dea☆16Updated last year
- Julia codes for the Bayesian estimation of a 3-equation New Keynesian DSGE model☆10Updated 6 years ago
- ☆23Updated 7 months ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆18Updated 4 years ago
- ☆16Updated 7 months ago
- Julia code for solving Khan and Thomas (2008) in continuous time☆8Updated 8 years ago
- Solves and simulates the Hugget JECD (1993) Economy☆11Updated 3 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
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Updated 7 years ago
- Julia version of https://github.com/fediskhakov/dcegm☆20Updated last month
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 7 years ago
- Computational macro exercises from 2nd year☆11Updated 6 years ago