Matlab code for "Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm"

Lilia Maliar, Fernando Valli and Seguei Maliar
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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

Abstract: 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).

Language: MATLAB
Date: 2009
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Downloads: (external link)
https://dge.repec.org/codes/maliar/MMV_JEDC_34_2010.zip program code
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Related works:
Journal Article: Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm (2010)
Working Paper: Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:dge:qmrbcd:180

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