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  1. Krusell-Smith-method-JEDC-comparison-2010 Krusell-Smith-method-JEDC-comparison-2010 Public

    The folder “MMV_JEDC_34_2010” contains MATLAB software accompanying the article “Solving the Incomplete Markets Model with Aggregate Uncertainty Using the Krusell-Smith Algorithm” by Lilia Maliar, …

    MATLAB 5 6

  2. Multi-country-models-JEDC-comparison-2011- Multi-country-models-JEDC-comparison-2011- Public

    The folder “MMJ_JEDC_35_2011” contains MATLAB software for stochastic- simulation algorithm (SSA) and cluster-grid algorithm (CGA) accompanying the article "Solving the Multi-Country Real Business …

    MATLAB 3 3

  3. Anisotropic-Smolyak-method-MATLAB- Anisotropic-Smolyak-method-MATLAB- Public

    MATLAB software that solves a multi-country model using the anisotropic version of the Smolyak method, as described in the article "Smolyak method for solving dynamic economic models: Lagrange inte…

    MATLAB 2 3

  4. GSSA GSSA Public

    The folder “GSSA_Two_Models” contains MATLAB software for generalized stochastic-simulation algorithm (GSSA) accompanying the article "Numerically Stable and Accurate Stochastic Simulation Approach…

    MATLAB 2 2

  5. Value-function-simulation Value-function-simulation Public

    The folder “Maliars_EL_87_2005” contains MATLAB software accompanying the article “Solving Nonlinear Stochastic Growth Models: Iterating on Value Function by Simulations” by Lilia Maliar and Sergue…

    MATLAB 2 5

  6. EDS-and-Cluster-grid-algorithms EDS-and-Cluster-grid-algorithms Public

    These folders contain the code for solving the three applications described in the article "Merging simulation and projection approaches to solve high-dimensional problems with an application to a …

    MATLAB 1 3