Matlab code for "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm"
Fernando Valli and
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Seguei Maliar: Universidad de Alicante
Authors registered in the RePEc Author Service: Serguei Maliar
QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles
Code to find the solution to the heterogeneous agents model in Den Haan, Judd and Juillard (2008). To solve for the individual policy rules, we use an Euler-equation method iterating on a grid of prespecified points. To compute the aggregate law of motion, we use the stochastic-simulation approach of Krusell and Smith (1998).
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http://dge.repec.org/codes/maliar/MMV_JEDC_34_2010.zip program code
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Persistent link: http://EconPapers.repec.org/RePEc:dge:qmrbcd:180
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