Estimation of tractable heterogeneous-agent New-Keynesian model.
☆18Jun 4, 2020Updated 5 years ago
Alternatives and similar repositories for THANK
Users that are interested in THANK are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Aug 9, 2017Updated 8 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
- ☆17Oct 20, 2021Updated 4 years ago
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆14Jun 1, 2021Updated 4 years ago
- 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
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- 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
- Reiter Julia code☆18Mar 28, 2017Updated 9 years ago
- Python DSGE models, Euler Equation, Math review (matrix, calc), Cash advance model☆13Apr 29, 2026Updated 3 weeks ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Sep 25, 2019Updated 6 years ago
- Dynare Summer School 2018 material☆15Jun 22, 2018Updated 7 years ago
- Code to accompany the paper "Pricing Uncertainty Induced by Climate Change"☆19Dec 17, 2021Updated 4 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…☆43Nov 20, 2020Updated 5 years 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
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆11Apr 8, 2022Updated 4 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- ☆70Oct 12, 2022Updated 3 years ago
- ☆34May 1, 2020Updated 6 years ago
- Solve Aiyagari Model in Continuous Time☆29Oct 22, 2018Updated 7 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆24Aug 12, 2022Updated 3 years ago
- Linearize dynamic economic models around their stochastic steady state☆11Oct 13, 2022Updated 3 years ago
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆12Jan 2, 2023Updated 3 years ago
- Code and teaching material for "Modeling with Julia -- with an Application to the New York Fed DSGE", a workshop at CEF 2017☆24Sep 12, 2022Updated 3 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆13Jan 23, 2024Updated 2 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"☆30Aug 14, 2019Updated 6 years ago
- Estimation of heterogeneous agent models using both macro and micro data☆35Dec 21, 2022Updated 3 years ago
- Collection of puzzles in macroeconomics☆127Aug 16, 2021Updated 4 years ago
- Introduction to Structural VAR models☆13Feb 21, 2020Updated 6 years ago
- Replication of Heterogeneous Agent New Keynesian (HANK) model in MATLAB☆41Aug 10, 2020Updated 5 years ago
- Parallel computation of sovereign default model☆18Oct 26, 2021Updated 4 years ago
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆22Aug 31, 2022Updated 3 years ago
- Notes on solving and estimating economic model with heterogeneous agents using R and C++☆16Jul 7, 2014Updated 11 years ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Feb 19, 2020Updated 6 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Code for the Spring 2022 heterogeneous-agent macro workshop☆103Oct 4, 2022Updated 3 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆39May 5, 2020Updated 6 years ago
- Code and teaching material for "Macroeconomic Modeling with Julia", a workshop given for the IADB at the Central Bank of Argentina in 201…☆12Aug 14, 2019Updated 6 years ago
- Some Examples using VFItoolkit-matlab☆34May 14, 2026Updated last week
- A Matlab Toolkit for Macroeconomic Models using Value Function Iteration☆104Updated this week
- Julia codes for the Bayesian estimation of a 3-equation New Keynesian DSGE model☆10Jan 31, 2019Updated 7 years ago