Codes

I frequently work with computational methods for solving heterogeneous agent models, particularly in macroeconomics. Below are some useful tools and libraries:

Sequence-Space Methods (Python):

• Sequence-Jacobian – Developed by Adrien Auclert, Bence Bardóczy, Matthew Rognlie and Ludwig Straub.
• GEModelTools – Developed by Jeppe Druedahl.

Partial Equilibrium Consumption-Saving Models (Python):

• ConsumptionSaving – Developed by Jeppe Druedahl.

JAX-Based HANK Model Solutions (Python):

• EconPizza – Developed by Gregor Boehl.

State-Space Solutions and Bayesian Estimation of HANK Models (Julia):

• BASEforHANK – Developed by Christian Bayer, Benjamin Born and Ralph Luetticke.

Truncation Method for Optimal Policy in HANK Models (Julia/Matlab):

• Truncation Method – Developed by François Le Grand and Xavier Ragot.