wupeifan / NumericalMethod_Notes
Slides for teaching numerical methods in quantitative macroeconomics
☆13Updated 3 years ago
Alternatives and similar repositories for NumericalMethod_Notes:
Users that are interested in NumericalMethod_Notes are comparing it to the libraries listed below
- Sample Codes for the Course "Computations and Quantitative Models in Macro" by Alex Monge at the EUI, Florence☆10Updated 2 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
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆20Updated 2 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆21Updated 2 years ago
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆11Updated 3 years ago
- Simple life cycle model following Costa Dias and O'Dea☆16Updated last year
- Numerical analysis code and notes for EC 702☆29Updated 8 years ago
- ☆25Updated 10 months ago
- Julia codes for the Bayesian estimation of a 3-equation New Keynesian DSGE model☆10Updated 6 years ago
- ☆12Updated last year
- Computation lab☆13Updated last month
- ☆16Updated 7 months ago
- Estimation of heterogeneous agent models using both macro and micro data☆35Updated 2 years ago
- Pseudospectral Methods for Continuous-Time Heterogeneous-Agent Models☆12Updated 7 months ago
- ☆11Updated 4 years ago
- Training material to help solve Heterogeneous agent New Keynesian (HANK) models in Julia using the Sequence Space Jacobian method (Aucler…☆16Updated 8 months ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆17Updated 7 years ago
- HAT: Heterogeneous Agent Trade☆24Updated 5 months ago
- Solving models with numerical methods (economics)☆11Updated last year
- Solves and simulates the Hugget JECD (1993) Economy☆11Updated 3 years ago
- ☆30Updated 2 years ago
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆18Updated 6 months ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Updated 3 years ago
- Some Examples using VFItoolkit-matlab☆30Updated 6 months ago
- Gradually build up a life-cycle model☆18Updated last month
- LP and VAR inference under potential misspecification☆11Updated 8 months ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Updated 5 years ago
- Code to solve exercises from Adda and Cooper's "Dynamic Economics" book☆17Updated 4 years ago
- Source for "Exploiting Symmetry in High-Dimensional Dynamic Programming"☆18Updated last year
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆18Updated 4 years ago