Codes

I like writing codes. I am starting this page to put some of the codes which I find interesting. If you go through the codes and find any mistakes, please let me know. I will be very grateful.

1. Standard Incomplete Market model with exogenous labor supply. [Code] [Aiyagari (1994)]
2. Discretize persistent and transitory income process using Tauchen (1986) method. Both MATLAB and Python codes are available. For reference have a look at Makoto Nakajima's excellent lecture notes. [Code]
3. Rouwenthorst method of discretization. Both MATLAB and Python codes are available. [Code] [Reference, Kopecky and Suen (RED, 2011)]
4. Rouwenhorst method of discretization with lifecycle varying persistent/transitory shocks. Both MATLAB and Python codes are available. [Code]
5. Codes which I am writing after going through excellent slides of Benjamin Moll. I learned a lot from those slides and codes.
   1. Shooting algorithm (link)