GenBKM

This repository contains an illustration of the BKM and GenBKM algorithms

Notebook

Julia 1.3

https://github.com/JulienPascal/GenBKM/blob/master/GenBKM.ipynb

Preview

References

• Boppart, Timo, Per Krusell, and Kurt Mitman. "Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative." Journal of Economic Dynamics and Control 89 (2018): 68-92.
• Reiter, Michael. "Comments on" Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivative" by T. Boppart, P. Krusell and K. Mitman." Journal of Economic Dynamics and Control 89 (2018): 93-99.