/eui_computational

Various codes for projects related to the EUI

Primary LanguageJupyter Notebook

eui_computational

Various codes for projects related to the EUI (mostly Julia files)

Solving:
Aiyagari (1994) with log and linear grid,
Huggett (1996) using endogenous grid method (Carroll 2006) and non-stochastic simulation (Young 2010),
Krusell Smith (1998) with endogenous grid method,
Transition Dynamics with Extended Path method,
Discrete Choice with EGM and VFI,
Discrete Choice with Extreme Value Shocks,
To be added: Sequence State Jacobians,
To be added: EGM with two Assets (Hintermaier Koeniger 2010),
To be added: Discrete Choice EGM (Iskhakov et al),