sebgraves / KS_and_ReiterView external linksLinks
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
Alternatives and similar repositories for KS_and_Reiter
Users that are interested in KS_and_Reiter are comparing it to the libraries listed below
Sorting:
- Reiter Julia code☆18Mar 28, 2017Updated 8 years ago
- 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
- Computational macro exercises from 2nd year☆11Apr 6, 2019Updated 6 years ago
- Numerical analysis code and notes for EC 702☆30Apr 12, 2017Updated 8 years ago
- Code to accompany the paper "Pricing Uncertainty Induced by Climate Change"☆18Dec 17, 2021Updated 4 years ago
- Python DSGE models, Euler Equation, Math review (matrix, calc), Cash advance model☆12Feb 11, 2021Updated 5 years ago
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆22Aug 31, 2022Updated 3 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
- 2018-2019 Quantitative Macroeconomics, UAB☆77Mar 12, 2019Updated 6 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆23Aug 12, 2022Updated 3 years ago
- ☆34May 1, 2020Updated 5 years ago
- ☆70Oct 12, 2022Updated 3 years ago
- A Matlab Toolkit for Macroeconomic Models using Value Function Iteration☆101Feb 5, 2026Updated last week
- Replication of Heterogeneous Agent New Keynesian (HANK) model in MATLAB☆42Aug 10, 2020Updated 5 years ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Feb 19, 2020Updated 5 years ago
- ☆13Jun 9, 2023Updated 2 years ago
- A toolkit for implementing occasionally binding constraints in Dynare.☆48May 27, 2024Updated last year
- Solves and simulates the Hugget JECD (1993) Economy☆11Nov 29, 2021Updated 4 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 2 years ago
- [IrisToolbox] for Macroeconomic Modeling☆97Apr 17, 2024Updated last year
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆13Dec 21, 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
- Automatic Differentiation Package for MATLAB☆49May 28, 2024Updated last year
- Introduction to Structural VAR models☆12Feb 21, 2020Updated 5 years ago
- Some Examples using VFItoolkit-matlab☆33Feb 4, 2026Updated last week
- Describes and solves some simple HACT models in Julia. The notes and code is modified and translated from Benjamin Moll's notes and code…☆11Jun 2, 2016Updated 9 years ago
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"☆30Aug 14, 2019Updated 6 years ago
- Solve Aiyagari Model in Continuous Time☆29Oct 22, 2018Updated 7 years ago
- ☆41Jan 22, 2019Updated 7 years ago
- ☆16May 30, 2024Updated last year
- Dynare Summer School 2018 material☆15Jun 22, 2018Updated 7 years ago
- Workshop on scientific computing for economists with Python and Julia☆18Aug 9, 2016Updated 9 years ago
- PhD level course on advanved macro models dealing with agent heterogeneity.☆66Nov 30, 2020Updated 5 years ago
- Code for the Krusell--Smith model☆36Jan 3, 2019Updated 7 years ago
- This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…☆17Aug 13, 2018Updated 7 years ago
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"☆18Aug 14, 2019Updated 6 years ago
- Measuring the Market Risk Premium☆18Jun 6, 2022Updated 3 years ago