ralphluet / perturbation_codes
This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time with many idiosyncratic states by perturbation methods. Quantitative Economics
☆28Updated 4 years ago
Alternatives and similar repositories for perturbation_codes:
Users that are interested in perturbation_codes are comparing it to the libraries listed below
- Computation lab☆13Updated 2 weeks ago
- This repository solves the Aiyagari model with aggregate uncertainty☆31Updated last year
- ☆36Updated 4 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆21Updated 2 years ago
- ☆29Updated 2 years ago
- Code for "Fiscal and Monetary Policy with Heterogeneous Agents" (Auclert, Rognlie, Straub 2024)☆32Updated last week
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆17Updated 7 years ago
- Estimation of heterogeneous agent models using both macro and micro data☆35Updated 2 years ago
- Source for "Exploiting Symmetry in High-Dimensional Dynamic Programming"☆18Updated last year
- ☆27Updated 9 months ago
- Some Examples using VFItoolkit-matlab☆30Updated 5 months ago
- ☆25Updated 9 months ago
- Code for the Goethe Heterogeneous-Agent Macro Workshop, June 2024☆31Updated 8 months ago
- ☆26Updated 6 months ago
- ☆12Updated 11 months ago
- Sample Codes for the Course "Computations and Quantitative Models in Macro" by Alex Monge at the EUI, Florence☆10Updated 2 years ago
- This code solves the Krusell-Smith model in two ways: Perturbation and MIT shock. More details on the model and the solution approach can…☆44Updated 4 years ago
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆19Updated 2 years ago
- Jupyter Notebook examples of the ConSav package☆28Updated last year
- Library for solving heterogenous agent models☆18Updated last year
- Code for the Krusell--Smith model☆33Updated 6 years ago
- Training material to help solve Heterogeneous agent New Keynesian (HANK) models in Julia using the Sequence Space Jacobian method (Aucler…☆15Updated 7 months ago
- Solves and simulates the Hugget JECD (1993) Economy☆11Updated 3 years ago
- HAT: Heterogeneous Agent Trade☆24Updated 4 months ago
- Simple life cycle model following Costa Dias and O'Dea☆15Updated last year
- LP and VAR inference under potential misspecification☆11Updated 7 months ago
- Gradually build up a life-cycle model☆18Updated last week
- Numerical analysis code and notes for EC 702☆26Updated 7 years ago