Unconventional but Different After All? — Replication code
Python code and data for constructing the paper’s unified series of narrative monetary policy shocks, spanning conventional and unconventional policy episodes.
Home
Codes
BASE for HANK Toolbox
Bayesian Solution and Estimation (BASE) for HANK toolbox in Julia. Toolbox for estimating medium-scale HANK models based on Bayer, Born, Luetticke (2020) . https://github.com/BASEforHANK We have uploaded to GitHub implementations of our toolbox for a HANK-2-Asset model, HANK-1-Asset model, the corresponding RANK model, and a Krusell-Smith model.
Matlab implementation of our reduction method
Comparison of Perturbation vs MIT shock solution for Krusell-Smith model (Matlab) https://github.com/ralphluet/KS_Perturbation_vs_MIT Perturbation solution with our reduction method for Krusell-Smith and HANK models (Matlab) https://github.com/ralphluet/perturbation_codes
Lecture slides on perturbation solutions for HANK models
The following lecture is a short-course on how to use perturbation methods to solve heterogeneous agent models. Download slides .
Python implementation of our reduction method
Perturbation solution with our reduction method for HANK models (Python) https://github.com/econ-ark/BayerLuetticke