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aiyagari1994twoagenttypes

Various codes based on the VFI Toolkit that don't belong anywhere in particular

awesome-economics

A curated collection of links for economists

buerashin2013example

Code implementing Buera & Shin (2013) - Financial Frictions and the Persistence ofHistory: A Quantitative Exploration

cef2019-workshop

Codes for Workshop on VFI Toolkit at CEF2019 Conference

computingforeconomists

Material for a Workshop: "Parallel Computing, especially GPUs, for Economists

demographictransitionolg

Example of demographic transition in OLG model

discretizedearningsdynamics

Codes for paper introducing discretization method for life-cycle AR(1) with gaussian-mixture innovations

divideandconquer

Some docs relating to Divide and Conquer algo as implemented in VFI Toolkit

economics-with-julia

Some codes for Economics (mostly value function) written in Julia

epsteinzinprefs

Check that EZ preferences seem correctly implemented by solving parameterization that should give same answer as standrad vNM prefs

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)

getfreddata-matlab-legacy

getFredData, as it existed until April 2024 (when it switched from datenum to datetime for matlab dates)

gethdrdata-matlab

Matlab functions for directly importing data from HDR (Human Development Report)

getimfdata-matlab

Matlab functions for directly importing data from IMF (International Monetary Fund)

gl2017commentcode

code for creating graph in GL2017 comment on vfitoolkit.com

gourinchasparker2002

Codes implementing method of moment estimation of Gourinchas & Parker (2002)

introtoeconometrics

Material for an Introduction to Econometrics course

josecon-project-charter

Statement of the principles, objectives, and operations of JOSEcon.

lifecycleolgreadinglist

matlabplotlyexamples

Code for examples at robertdkirkby.com/academic/graph-tips/

multiplerevealtranspath

Example of multiple reveals of a transition path in version of Aiyagari (1994) with endogenous labor.

pandemicslides

paper-fvfi-chebyshev

Codes for "Fitted Value Function Iteration with Smolyak-Chebyshev Polynomials: Poor Performance in Practice"

parametrizecovariancematrix

Codes illustrating how to use Achakov & Hansen (2021) to parametrize the Covariance matrix

prospecttheory

Shows how to solve a simply infinite horizon model of prospect theory. (Using VFI Toolkit)

ptypebasedoninitial

Transition Path where the treatment is based on agents initial assets

robertdkirkby.github.io

Some pages for robertdkirkby.com

semiendogenousshocks

Example of semi-endogenous shocks in an infinite horizon value fn problem

sommer2016example

Model of Sommer (2016) - Fertility choice in a life cycle model with idiosyncratic uninsurable earnings risk