Estimation of heterogeneous agent models using both macro and micro data
☆35Dec 21, 2022Updated 3 years ago
Alternatives and similar repositories for het_agents_bayes
Users that are interested in het_agents_bayes are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆28Jul 2, 2025Updated 8 months ago
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆28Aug 14, 2020Updated 5 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆24Aug 12, 2022Updated 3 years ago
- Interactive guide to Fernández-Villaverde, Hurtado, and Nuño (2019): "Financial Frictions and the Wealth Distribution".☆99Mar 2, 2020Updated 6 years ago
- Code for the Spring 2022 heterogeneous-agent macro workshop☆104Oct 4, 2022Updated 3 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- PhD level course on advanved macro models dealing with agent heterogeneity.☆67Nov 30, 2020Updated 5 years ago
- Linearize dynamic economic models around their stochastic steady state☆11Oct 13, 2022Updated 3 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- Code for the Goethe Heterogeneous-Agent Macro Workshop, June 2024☆35Jun 26, 2024Updated last year
- Code for "Fiscal and Monetary Policy with Heterogeneous Agents" (Auclert, Rognlie, Straub 2025)☆48Apr 12, 2025Updated 11 months ago
- ☆34Aug 20, 2024Updated last year
- Code to accompany the paper "Pricing Uncertainty Induced by Climate Change"☆19Dec 17, 2021Updated 4 years ago
- Replication of Heterogeneous Agent New Keynesian (HANK) model in MATLAB☆42Aug 10, 2020Updated 5 years ago
- Reiter Julia code☆18Mar 28, 2017Updated 9 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- This code solves the Krusell-Smith model in two ways: Perturbation and MIT shock. More details on the model and the solution approach can…☆43Nov 20, 2020Updated 5 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆13Jan 23, 2024Updated 2 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆17Aug 1, 2022Updated 3 years ago
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆15Jun 1, 2021Updated 4 years ago
- A unified framework to solve and analyze heterogeneous-agent macro models.☆324Feb 24, 2025Updated last year
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Jun 4, 2020Updated 5 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆14Aug 10, 2017Updated 8 years ago
- ☆18Sep 4, 2024Updated last year
- This repository contains the code for the paper Aggregating Heterogeneous-Agent Models with Permanent Income Shocks by Karl Harmenberg.☆16Aug 24, 2021Updated 4 years ago
- NordVPN Threat Protection Pro™ • AdTake your cybersecurity to the next level. Block phishing, malware, trackers, and ads. Lightweight app that works with all browsers.
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆46Sep 26, 2023Updated 2 years ago
- Computation lab☆20Mar 4, 2026Updated 3 weeks ago
- ☆34Feb 3, 2023Updated 3 years ago
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆27Aug 25, 2022Updated 3 years ago
- ☆48May 31, 2020Updated 5 years ago
- Pseudospectral Methods for Continuous-Time Heterogeneous-Agent Models☆12Aug 27, 2024Updated last year
- Code for "A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints"☆11Jan 23, 2020Updated 6 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Sep 25, 2019Updated 6 years ago
- ☆34Jun 13, 2024Updated last year
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Replication codes for several of my projects☆15Mar 31, 2025Updated 11 months 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
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Feb 19, 2020Updated 6 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 years ago
- This repository solves the Aiyagari model with aggregate uncertainty☆30Feb 29, 2024Updated 2 years ago
- Class Materials for Econ 281☆14May 30, 2024Updated last year
- simple dsge stuff in python☆13Mar 14, 2026Updated 2 weeks ago