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Overlapping Generations Heterogeneous Agents (OLGHA) Model

This repository contains routines that solves an overlapping generations heterogenous agents model. This model is inspired by the seminal work of Auerbach and Kotlikoff (1987) with a precise demographic structure and incomplete markets as in Huggett (1996).

Classes and functions are stored in the folder model. An illustrative notebook OLGHA.ipynb solves a version of the model and provides more details.

License

MIT

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