sehyoun / MATLABAutoDiff
Automatic Differentiation Package for MATLAB
☆43Updated 5 months ago
Related projects ⓘ
Alternatives and complementary repositories for MATLABAutoDiff
- A Matlab Toolkit for Macroeconomic Models using Value Function Iteration☆79Updated this week
- Matlab codes for discretizing non-Gaussian Markov processes, based on Farmer & Toda "Discretizing Nonlinear, Non-Gaussian Markov Processe…☆16Updated last year
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆18Updated 2 years ago
- Code for "A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints"☆10Updated 4 years ago
- ☆24Updated 6 years ago
- Reiter Julia code☆18Updated 7 years ago
- Matlab code for Chebyshev interpolation, including Smolyak algorithm☆14Updated 9 years ago
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆37Updated last year
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆16Updated 7 years ago
- ☆88Updated 5 months 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
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆33Updated 4 years ago
- Some Examples using VFItoolkit-matlab☆29Updated last month
- ☆22Updated 2 months ago
- TikTak: A multistart global optimization algorithm☆36Updated last year
- CompEcon is a set of MATLAB functions for solving a variety of problems in economics and finance. The library functions include rootfindi…☆32Updated 6 years ago
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆26Updated 4 years ago
- ☆10Updated 2 months ago
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆19Updated last month
- The code for the paper "Constrained Optimization Approaches To Estimation Of Structural Models: Comment" by Iskhakov, Lee, Rust, Schjerni…☆18Updated 9 years ago
- ☆25Updated 7 years ago
- ☆24Updated 2 months ago
- Computational macro exercises from 2nd year☆11Updated 5 years ago
- ☆27Updated last year
- Fast upper envelope scan for discrete-continuous optimization☆9Updated 3 weeks ago
- Jupyter Notebook examples of the ConSav package☆29Updated 9 months ago
- Course website for Quantitative Methods for Monetary Economics☆10Updated 5 years ago
- Codes that use the VFI Toolkit to replicate existing papers☆42Updated 7 months ago
- A set of routines that solve models with occasionally binding constraints using Dynare☆9Updated 3 years ago
- Code for the Krusell--Smith model☆30Updated 5 years ago