sehyoun / MATLABAutoDiff
Automatic Differentiation Package for MATLAB
☆46Updated 10 months ago
Alternatives and similar repositories for MATLABAutoDiff:
Users that are interested in MATLABAutoDiff are comparing it to the libraries listed below
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆19Updated 2 years ago
- Code for "A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints"☆10Updated 5 years ago
- A Matlab Toolkit for Macroeconomic Models using Value Function Iteration☆89Updated this week
- Matlab codes for discretizing non-Gaussian Markov processes, based on Farmer & Toda "Discretizing Nonlinear, Non-Gaussian Markov Processe…☆16Updated last year
- Matlab code for Chebyshev interpolation, including Smolyak algorithm☆15Updated 10 years ago
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆41Updated last year
- Reiter Julia code☆18Updated 8 years ago
- ☆25Updated 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
- Estimation of heterogeneous agent models using both macro and micro data☆35Updated 2 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆17Updated 7 years ago
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆34Updated 4 years ago
- ☆23Updated 7 months ago
- Sample Codes for the Course "Computations and Quantitative Models in Macro" by Alex Monge at the EUI, Florence