Source for "Exploiting Symmetry in High-Dimensional Dynamic Programming"

Machine Learning for Economic Modeling

Solution methods for dynamic economic models written in Jax

Code for the Goethe Heterogeneous-Agent Macro Workshop, June 2024

Interpolating natural cubic splines. Includes batching, GPU support, support for missing values, evaluating derivatives of the spline, and backpropagation.

[NeurIPS'19] Deep Equilibrium Models

Fortran code for the KS solution of the Khan and Thomas (2008) model, in the baseline version.

Code to Implement the Algorithm in "Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivative" by Timo Boppart, Per Krusell and Kurt Mitman

This repository contains the material I use to teach the TA sections for the first-year PhD Macroeconomics course at Boston University (EC702).

Julia programs associated with notes on heterogeneous agent macro (v2)

Interactive guide to Fernández-Villaverde, Hurtado, and Nuño (2019): "Financial Frictions and the Wealth Distribution".

A collection of macroeconomic models with heterogenous agents written in python and matlab by me.

Code for the Krusell--Smith model

Modeling Macroeconomics with Deep Reinforcement Learning