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

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Author Info

  • Lilia Maliar

    (Universidad de Alicante)

  • Fernando Valli

    (Universidad de Alicante)

  • Seguei Maliar

    (Universidad de Alicante)

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).

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File URL: http://dge.repec.org/codes/maliar/MMV_JEDC_34_2010.zip
File Function: program code
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Bibliographic Info

Software component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 180.

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Programming language: MATLAB
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Date of creation: 2009
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Handle: RePEc:dge:qmrbcd:180

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