/HANK

Replication of Heterogeneous Agent New Keynesian (HANK) model in MATLAB

Primary LanguageFortran

Replication of the computational algorithm for solving Heterogeneous Agent New Keynesian (HANK) model. The original code was written in Fortran utilizing SparseSuite library and parallelized using MPI on the cluster with 33 CPUs (Intel Xeon CPU E5-2695 v4 @ 2.10GHz) with total runtime of 1.5 hours. The folder mycode contains translation of all fortran codes to MATLAB (without loss in performance).