Numerical methods

Local approximation of a known function - non_linear_course1.m

Regression approximation of a known function - non_linear_course1b.m

Poly approx of the deterministic RBC model (log)- non_linear_course1c.m

Poly approx of the deterministic RBC model (nonlog)- non_linear_course1c2.m

Chebyshev approximation of a known function - non_linear_course1d.m

Chebyshev approximation of the deteministic RBC model - non_linear_course1e.m

Chebyshev approximation of a kinded known function - non_linear_course1f.m

Chebyshev approximation of a kinded known function - non_linear_course1g.m

Chebyshev approximation of a multidimensional function - non_linear_course1h.m

Tools for multidimensional Chebyshev - multivariate_chebyshev.m

- argpoly_coef.m

Numerical integration by Mid-point rule - numerical_int1.m

Numerical integration by Mid-point rule - numerical_int1b.m

Numerical integration by Trapezoid rule - numerical_int2.m

Numerical integration by Simpson rule - numerical_int3.m

Numerical integration by Gauss-Chebyshev - numerical_int4.m

Numerical integration by Gauss-Legendre - numerical_int5.m

Numerical integration by Gauss-Hermite - numerical_int6.m

Numerical integration by Gauss-Laguerre - numerical_int7.m

Tools: Legendre, Hermite, Laguerre (nodes and weight)

Solve a one-dimensional equation - Newton_algo_1.m

Solve a two-dimensional equation - Newton_algo_2.m

Solve the standard matching model - Newton_algo_3.m

Stochastic RBC model - non_linear_course4a.m

RBC + positive investment - non_linear_course4b.m

Borrowing constraint - non_linear_course4c2.m

RBC by simulations - non_linear_course4a_simul.m

Irreversible investment by simulations - non_linear_course4b_simul.m

Borrowing constraint by simulations - non_linear_course4c_simul.m

RBC with VFI - deterministic_rbc.m

RBC with stochastic VFI - deterministic_rbc.m