tphelanECON / The_Art_of_Temporal_Approximation_WP
Code for replication of working paper version of The Art of Temporal Approximation
☆12Updated last year
Alternatives and similar repositories for The_Art_of_Temporal_Approximation_WP
Users that are interested in The_Art_of_Temporal_Approximation_WP are comparing it to the libraries listed below
Sorting:
- WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians☆17Updated last year
- ☆17Updated 8 months ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆12Updated 5 years ago
- Linearize dynamic economic models around their stochastic steady state☆10Updated 2 years ago
- ☆12Updated last year
- Library for solving heterogenous agent models☆18Updated last year
- ☆26Updated 11 months 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
- This repository contains the code for the paper Aggregating Heterogeneous-Agent Models with Permanent Income Shocks by Karl Harmenberg.☆17Updated 3 years ago
- A solver for Linear Rational Expectation Models☆11Updated last year
- Fast upper envelope scan for discrete-continuous optimization☆10Updated this week
- Training material to help solve Heterogeneous agent New Keynesian (HANK) models in Julia using the Sequence Space Jacobian method (Aucler…☆17Updated 9 months ago
- Simple life cycle model following Costa Dias and O'Dea☆16Updated last year
- Local projection methods for impulse response estimation☆24Updated last year
- HAT: Heterogeneous Agent Trade☆24Updated 6 months ago
- Parallel computation of sovereign default model☆16Updated 3 years ago
- Solving models with numerical methods (economics)☆11Updated last year
- ☆15Updated 9 months ago
- ☆30Updated 2 years ago
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆18Updated 7 months ago
- Slides for teaching numerical methods in quantitative macroeconomics☆13Updated 3 years ago
- Solves and simulates the Hugget JECD (1993) Economy☆11Updated 3 years ago
- Reiter Julia code☆19Updated 8 years ago
- Computation lab☆13Updated 2 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
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Updated 5 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆11Updated last year
- Pseudospectral Methods for Continuous-Time Heterogeneous-Agent Models☆12Updated 8 months ago
- Code to solve exercises from Adda and Cooper's "Dynamic Economics" book☆17Updated 4 years ago
- Julia code for solving Khan and Thomas (2008) in continuous time☆8Updated 8 years ago