randall-romero / Interpolation
Matlab code for Chebyshev interpolation, including Smolyak algorithm
☆15Updated 10 years ago
Alternatives and similar repositories for Interpolation:
Users that are interested in Interpolation are comparing it to the libraries listed below
- Solves and simulates the Hugget JECD (1993) Economy☆11Updated 3 years ago
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Updated 3 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Updated 5 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆21Updated 2 years ago
- Some Examples using VFItoolkit-matlab☆30Updated 5 months ago
- 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
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆18Updated 4 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
- 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
- Barcelona GSE Macroeconometrics Summer School 2018 course☆21Updated 6 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
- Reiter Julia code☆18Updated 7 years ago
- CompEcon is a set of MATLAB functions for solving a variety of problems in economics and finance. The library functions include rootfindi…☆32Updated 7 years ago
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆41Updated last year
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆18Updated 5 months ago
- Numerical analysis code and notes for EC 702☆26Updated 7 years ago
- LP and VAR inference under potential misspecification☆11Updated 7 months ago
- ☆25Updated 9 months ago
- Solving models with numerical methods (economics)☆11Updated last year
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆11Updated last year
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆19Updated 2 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆13Updated 2 years ago
- Dynare .mod files for macroeconomic DSGE models☆11Updated 3 months ago
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆11Updated 3 years ago
- Gradually build up a life-cycle model☆18Updated this week
- Computation lab☆13Updated 2 weeks ago
- Intro to DSGE models using Python and Dynare☆12Updated 4 years ago
- Dynare: a platform for handling a wide class of economic models☆14Updated 6 years ago