robertdkirkby
Macroeconomist, Victoria University of Wellington
@victoriauniversityWellington, New Zealand
Pinned Repositories
computingforeconomists
Material for a Workshop: "Parallel Computing, especially GPUs, for Economists
economics-with-julia
Some codes for Economics (mostly value function) written in Julia
example_permamentincomeshock
Example based on the consumption-savings in infinite-horizon with a permanent-income-shock (and no borrowing constraint)
getfreddata-matlab
Matlab functions for directly importing data from FRED (Federal Reserve Economic Database)
getimfdata-matlab
Matlab functions for directly importing data from IMF (International Monetary Fund)
GMMSeparableMoments
Simple examples about when GMM moment conditions are 'separable'
LifeCycleOLGReadingList
VFIToolkit-matlab
A Matlab Toolkit for Macroeconomic Models using Value Function Iteration
VFItoolkit-matlab-examples
Some Examples using VFItoolkit-matlab
vfitoolkit-matlab-replication
Codes that use the VFI Toolkit to replicate existing papers
robertdkirkby's Repositories
robertdkirkby/economics-with-julia
Some codes for Economics (mostly value function) written in Julia
robertdkirkby/getfreddata-matlab
Matlab functions for directly importing data from FRED (Federal Reserve Economic Database)
robertdkirkby/getimfdata-matlab
Matlab functions for directly importing data from IMF (International Monetary Fund)
robertdkirkby/LifeCycleOLGReadingList
robertdkirkby/example_permamentincomeshock
Example based on the consumption-savings in infinite-horizon with a permanent-income-shock (and no borrowing constraint)
robertdkirkby/GMMSeparableMoments
Simple examples about when GMM moment conditions are 'separable'
robertdkirkby/introtoeconometrics
Material for an Introduction to Econometrics course
robertdkirkby/MultipleRevealTransPath
Example of multiple reveals of a transition path in version of Aiyagari (1994) with endogenous labor.
robertdkirkby/ParametrizeCoVarianceMatrix
Codes illustrating how to use Achakov & Hansen (2021) to parametrize the Covariance matrix
robertdkirkby/prospecttheory
Shows how to solve a simply infinite horizon model of prospect theory. (Using VFI Toolkit)
robertdkirkby/semiendogenousshocks
Example of semi-endogenous shocks in an infinite horizon value fn problem
robertdkirkby/aiyagari1994twoagenttypes
codes implementing the Aiyagari1994 model with two permanent (fixed) types of agent
robertdkirkby/BueraShin2013example
Code implementing Buera & Shin (2013) - Financial Frictions and the Persistence ofHistory: A Quantitative Exploration
robertdkirkby/CEF2019-workshop
Codes for Workshop on VFI Toolkit at CEF2019 Conference
robertdkirkby/Chen2010housing
Rough implemention of baseline model of Chen (2010) - A Life-Cycle Analysis of Social Security with Housing
robertdkirkby/demographictransitionOLG
Example of demographic transition in OLG model
robertdkirkby/DiscretizedEarningsDynamics
Codes for paper introducing discretization method for life-cycle AR(1) with gaussian-mixture innovations
robertdkirkby/DivideAndConquer
Some docs relating to Divide and Conquer algo as implemented in VFI Toolkit
robertdkirkby/EpsteinZinPrefs
Check that EZ preferences seem correctly implemented by solving parameterization that should give same answer as standrad vNM prefs
robertdkirkby/getFredData-matlab-legacy
getFredData, as it existed until April 2024 (when it switched from datenum to datetime for matlab dates)
robertdkirkby/gethdrdata-matlab
Matlab functions for directly importing data from HDR (Human Development Report)
robertdkirkby/GL2017commentcode
code for creating graph in GL2017 comment on vfitoolkit.com
robertdkirkby/GourinchasParker2002
Codes implementing method of moment estimation of Gourinchas & Parker (2002)
robertdkirkby/JOSEcon-Project-Charter
Statement of the principles, objectives, and operations of JOSEcon.
robertdkirkby/MatlabPlotlyExamples
Code for examples at robertdkirkby.com/academic/graph-tips/
robertdkirkby/pandemicslides
robertdkirkby/PTypeBasedOnInitial
Transition Path where the treatment is based on agents initial assets
robertdkirkby/robertdkirkby.github.io
Some pages for robertdkirkby.com
robertdkirkby/Sommer2016example
Model of Sommer (2016) - Fertility choice in a life cycle model with idiosyncratic uninsurable earnings risk
robertdkirkby/tDigestForEcon
Using t-Digest to calculate quantiles of agent distribution (codes for paper)