Introduction and Dynamic Programming

1. Sample Fortran code for finding prime numbers

2. Sample Fortran code to solve the model we covered in the class

Interpolation

Integration

Minimization

Source code for the false position method covered in the class

Source code for the secant method covered in the class

Source code for Brent method covered in the class

For Fortran codes I use in the class, they are available at Numerical Recipes under Minimization or Maximization of Functions. The legacy version is still for free.

Binary Choice & Simulation

Black-box application

Source code for the global vs. local optimization

Heterogeneous Agent Model - No Aggregate Risk

Heterogeneous Agent Model - With Aggregate Risk

Main Fortran code to solve with VFI, EGM or BRENT method, the rest is as in the lecture.

Introduction to HANK with Discrete Time Model

OpenMP in Fortran & Bells and Whistles

Example 1

More detailed Example 2

Example 3, Fibonacci with OpenMP

Some potentially interesting videos of concepts