Fabio-Stohler
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A code library and a detailed toolkit on how to solve, simulate, and estimate an overlapping generations model with family-linked accidental and voluntary bequest, intergenerational transmission of…
An overlapping generations model framework for evaluating fiscal policies.
Solution and simulation of life cycle models in Python with GPU acceleration.
Code for "Fiscal and Monetary Policy with Heterogeneous Agents" (Auclert, Rognlie, Straub 2024)
Julia programs associated with notes on heterogeneous agent macro (v2)
Northwestern PhD class on macroeconomics with heterogeneity, particularly household heterogeneity and HANK models
Code for the Goethe Heterogeneous-Agent Macro Workshop, June 2024
My "Foundations of Computational Economics" course
Repository containing vintages of oil supply news shock data
Simulation study of Local Projections, VARs, and related estimators
Sample Codes for the Course "Computations and Quantitative Models in Macro" by Alex Monge at the EUI, Florence
A Julia package for creating publication-ready summary tables in HTML, docx, LaTeX and Typst
Lectures and conference materials for the DSE2023 at the University of Lausanne, Switzerland
Source for "Exploiting Symmetry in High-Dimensional Dynamic Programming"
Code for the Krusell--Smith model
Macros and functions to work with DSGE models.
Julia version of https://github.com/fediskhakov/dcegm
Repository for Micro Risks and (Robust) Pareto Improving Policies
Sequential Monte Carlo algorithm for approximation of posterior distributions.
A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.
Replication codes for several of my projects