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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)

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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_2008.zip
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File Function: program code
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Publisher 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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  1. Pamela Ortiz Arévalo, 2009. "Does sex education influence sexual and reproductive behaviour of women? Evidence from Mexico," Working Papers. Serie AD 2009-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  2. María Dolores Furió & Vicente Meneu, 2009. "Expectations and Forward Risk Premium in the Spanish Power Market," Working Papers. Serie AD 2009-02, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
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This page was last updated on 2009-11-8.

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