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VFI Toolkit – Toolkit for Value Function Iteration (in Matlab, on GPU)Toolkit for Value Function Iteration (in Matlab, on GPU)
http://www.vfitoolkit.com/
Toolkit for Value Function Iteration (in Matlab, on GPU)
http://www.vfitoolkit.com/
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VFI Toolkit – Toolkit for Value Function Iteration (in Matlab, on GPU) | vfitoolkit.com Reviews
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Toolkit for Value Function Iteration (in Matlab, on GPU)
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Transition Paths in Heterogeneous Agent Models – VFI Toolkit
http://www.vfitoolkit.com/updates-blog/2016/transition-paths-in-heterogeneous-agent-models
Transition Paths in Heterogeneous Agent Models. August 4, 2016. The VFI Toolkit can now solve general equilibrium transition paths for Bewley-Huggett-Aiyagari models (general equilibrium heterogeneous agents models with idiosyncratic shocks but no aggregate shocks). This is done using the command TransitionPath Case1. The command can compute transition paths for a unannounced parameter change, a pre-announced parameter change, or any finite series of pre-announced parameter changes.
Finite Horizon Value Function Problems – VFI Toolkit
http://www.vfitoolkit.com/updates-blog/2016/finite-horizon-value-function-problems
Finite Horizon Value Function Problems. September 3, 2016. The VFI Toolkit can now solve Finite Horizon Value Function Problems! This is done using the command ValueFnIter Case1 FHorz. There is as yet no corresponding Case2). Common examples of such problems include many Discrete Choice Dynamic Programming problems. The required inputs are very similar to those for the infinite horizon value function iteration command with the addition of the number of periods, N j. Version 1.21 of VFI Toolkit. Subscribe...
Version 1.2 of VFI Toolkit – VFI Toolkit
http://www.vfitoolkit.com/updates-blog/2016/version-1-2-of-vfi-toolkit
Version 1.2 of VFI Toolkit. July 16, 2016. Have just updated the VFI Toolkit to version 1.2. It is a minor change and breaks compatibility with version 1.1. The minor change is in the ordering of inputs for the main VFI Toolkit commands. The change to v1.2 sees the release of the command HeteroAgentStationaryEqm Case1. In terms of the inputs for the main VFI Toolkit commands, vfoptions has now been moved to the end of the inputs for ValueFnIter Case1. And the formulae for any. Are provided, solving the m...
Updates Blog – VFI Toolkit
http://www.vfitoolkit.com/updates-blog
Toolkit for Value Function Iteration (in Matlab, on GPU). Version 1.21 of VFI Toolkit. December 15, 2016. Minor but important change to ‘MarketClearanceEqn’ conditions that are used to check for market clearance when solving for general equilibrium. This change is accompanied by a replication of. Huggett (1993) to show off the advantage of the new way of treating the market clearance equations. Finite Horizon Value Function Problems. September 3, 2016. The required inputs are very similar to those for th...
Exotic Preferences – VFI Toolkit
http://www.vfitoolkit.com/updates-blog/2015/exotic-preferences
November 11, 2015. Epstein-Zin preferences are now part of the VFI Toolkit. Check out the example at. The example code for the Epstein-Zin preferences replicates (for given parameters) most of the results of Caldara, Fernandez-Villaverde, Rubio-Ramirez and Yao (2012) – Computing DSGE Models with Recursive Prefererences and Stochastic Volatility. Laquo; Version 1.1 of VFI Toolkit. Version 1.2 of VFI Toolkit. Version 1.21 of VFI Toolkit. Finite Horizon Value Function Problems. Version 1.2 of VFI Toolkit.
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Economics Blogs – Robert Kirkby
http://www.robertdkirkby.com/economics/econ-blogs
Macroeconomics (1st Year Undergraduate). Expectations, Bubbles, Crises and The Great Recession. I: GDP and Potential GDP. II: Changing Units (and multiple y-axes). V – Vintage Data and Forecast Updates. VI: Multiple Countries with a for-loop. VII: Stacking and Shading. Codes & Toolkits. Economics Research, mostly focused on Europe, but some general research. Focus on Spain (in Spanish; an English version exists for some posts). The Economist – Graphic Detail. Bob Solow articles on various topics.
Economic Data – Robert Kirkby
http://www.robertdkirkby.com/economics/economic-data
Macroeconomics (1st Year Undergraduate). Expectations, Bubbles, Crises and The Great Recession. I: GDP and Potential GDP. II: Changing Units (and multiple y-axes). V – Vintage Data and Forecast Updates. VI: Multiple Countries with a for-loop. VII: Stacking and Shading. Codes & Toolkits. Useful sources for data:. FRED (Federal Reserve Economic Database). For European data: EuroStat. For Spanish data: INE (Instituto Nacional de Estadisticas). Example - Unemployment in Spain. For Spain try the ECV.
Optimization – Robert Kirkby
http://www.robertdkirkby.com/teaching/optimization
Macroeconomics (1st Year Undergraduate). Expectations, Bubbles, Crises and The Great Recession. I: GDP and Potential GDP. II: Changing Units (and multiple y-axes). V – Vintage Data and Forecast Updates. VI: Multiple Countries with a for-loop. VII: Stacking and Shading. Codes & Toolkits. Slides and documents on optimization. Optimization: 1 – Deterministic.
Macroeconomics (Graduate) – Robert Kirkby
http://www.robertdkirkby.com/teaching/macroeconomics-graduate
Macroeconomics (1st Year Undergraduate). Expectations, Bubbles, Crises and The Great Recession. I: GDP and Potential GDP. II: Changing Units (and multiple y-axes). V – Vintage Data and Forecast Updates. VI: Multiple Countries with a for-loop. VII: Stacking and Shading. Codes & Toolkits. Below are some lecture slides, problem sets, datasets, and more. All organized by topic. Models, Data, and Economics ( Slides. Optimization, Lagrangians, and Stochastics ( Slides. BusCycStats Data AA.csv: AU.
Macroeconomics (1st Year Undergraduate) – Robert Kirkby
http://www.robertdkirkby.com/teaching/macroeconomics-1st-year-undergraduate
Macroeconomics (1st Year Undergraduate). Expectations, Bubbles, Crises and The Great Recession. I: GDP and Potential GDP. II: Changing Units (and multiple y-axes). V – Vintage Data and Forecast Updates. VI: Multiple Countries with a for-loop. VII: Stacking and Shading. Codes & Toolkits. Macroeconomics (1st Year Undergraduate). Below are some lecture slides. Want access to the raw materials (images, matlab codes creating graphs, and beamer-tex files)? Week 1: Intro and GDP ( Slides1A.
Matlab Tips – Robert Kirkby
http://www.robertdkirkby.com/academic/matlab-tips
Macroeconomics (1st Year Undergraduate). Expectations, Bubbles, Crises and The Great Recession. I: GDP and Potential GDP. II: Changing Units (and multiple y-axes). V – Vintage Data and Forecast Updates. VI: Multiple Countries with a for-loop. VII: Stacking and Shading. Codes & Toolkits. The following are some handy Matlab tricks,. You can import data directly from FRED using getFredData.m. You can either put it in your active folder, or better yet add it to the Matlab path. This will give you a. You can ...
Macroeconomics (Adv. Undergrad) – Robert Kirkby
http://www.robertdkirkby.com/teaching/macroeconomics-adv-undergrad
Macroeconomics (1st Year Undergraduate). Expectations, Bubbles, Crises and The Great Recession. I: GDP and Potential GDP. II: Changing Units (and multiple y-axes). V – Vintage Data and Forecast Updates. VI: Multiple Countries with a for-loop. VII: Stacking and Shading. Codes & Toolkits. Macroeconomics (Adv. Undergrad). Below are some lecture slides, problem sets, datasets, and more. All organized by topic. Economic Growth I: Comparing Economic Performance, Two-Period Consumption-Savings Model ( Slides1.
Economics – Robert Kirkby
http://www.robertdkirkby.com/economics
Macroeconomics (1st Year Undergraduate). Expectations, Bubbles, Crises and The Great Recession. I: GDP and Potential GDP. II: Changing Units (and multiple y-axes). V – Vintage Data and Forecast Updates. VI: Multiple Countries with a for-loop. VII: Stacking and Shading. Codes & Toolkits.
getFredData – Robert Kirkby
http://www.robertdkirkby.com/codes-toolkits/getfreddata
Macroeconomics (1st Year Undergraduate). Expectations, Bubbles, Crises and The Great Recession. I: GDP and Potential GDP. II: Changing Units (and multiple y-axes). V – Vintage Data and Forecast Updates. VI: Multiple Countries with a for-loop. VII: Stacking and Shading. Codes & Toolkits. You can import data directly from FRED using getFredData.m. Function I created. Some examples on how to use getFredData (and plotly) are here. Now just import the series you want (here M1 money for period 1960 to 2000):.
ImportPSIDdata – Robert Kirkby
http://www.robertdkirkby.com/codes-toolkits/importpsiddata
Macroeconomics (1st Year Undergraduate). Expectations, Bubbles, Crises and The Great Recession. I: GDP and Potential GDP. II: Changing Units (and multiple y-axes). V – Vintage Data and Forecast Updates. VI: Multiple Countries with a for-loop. VII: Stacking and Shading. Codes & Toolkits. You can import PSID data sets. Into Matlab using ImportPSIDdata.m. You can either put it in your active folder, or better yet add it to the Matlab path. Download your PSID dataset. In Matlab, run command. For the inputed ...
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VFI Toolkit – Toolkit for Value Function Iteration (in Matlab, on GPU)
Toolkit for Value Function Iteration (in Matlab, on GPU). Updated to Version 1.21 (December 15, 2016). Introducing the VFI Toolkit and describing potential uses and the design philosophy. About the Toolkit. Another Presentation (EcoMod2016). Value Function Iteration Toolkit for Matlab. Link is to toolkit code itself). For Toolkit (describes main components, and the examples). Download Toolkit from Github. Either download as zip file. Or sync to github repository). Version 1.21 of VFI Toolkit.
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