Heterogeneous Agent Models (Discrete Time)

Discretizing stochastic processes

Rouwenhorst Method

Tauchen Method

Nonlinear solution methods for a simple Aiyagari model

Value Function Iteration with Discretization

Value Function Iteration with Finite Element Method

Policy Function Iteration with Discretization

Policy Function Iteration with Chebyshev Polynomials

Endogenous Gridpoint Method

Aiyagari model

Aiyagari model with endogenous labor supply

Aiyagari model with taxes and transitional dynamics

Krusell-Smith model with unemployment risk

Krusell-Smith with idiosyncratic productivity

Krusell-Smith Algorithm

Reiter Algorithm

Bayer-Luetticke Algorithm

MIT Shock Algorithm

Life-Cycle model with idiosyncratic productivity

Life-Cycle model with idiosyncratic and aggregate risk

HANK 1 Asset

HANK 2 Assets

Heterogeneous Agent Models (Continuous Time)

Toolboxes from SeHyoun Ahn

HACT with a collection of codes by Ben Moll and others

VAR Toolboxes

VAR Toolbox 3.0 (Ambrogio Cesa-Bianchi)

Empirical Macro Toolbox (Ferroni, Canova)

Bayesian VAR & Local Projection (Silvia Miranda-Agrippino)

Global VAR Modelling (Vanessa Smith)

Mixed Frequency VAR Toolbox (Brave, Butters, Kelley)

BEAR Toolbox (Dieppe, van Roye)

Codes by Haroon Mumtaz

Codes by Dimitris Korobilis