Harmenberg-Aggregation

Harmenberg method for aggregating heterogeneous-agent models with permanent income shocks.

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Abstract

Demonstrates that the Harmenberg method speeds up calculations by as much as a factor of 100.

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Key Value
name Harmenberg-Aggregation
tags DemARK
Demonstration
Tutorial
Teaching
Notebook
abstract Demonstrates that the Harmenberg method speeds up calculations by as much as a factor of 100.
authors {"family-names"=>"Carroll", "given-names"=>"Christopher D.", "orcid"=>"https://orcid.org/0000-0003-3732-9312"}
{"family-names"=>"Velásquez-Giraldo", "given-names"=>"Mateo", "orcid"=>"https://orcid.org/0000-0001-7243-6776"}
github_repo_url https://github.com/econ-ark/DemARK
notebooks notebooks/Harmenberg-Aggregation.ipynb
title-original-paper Aggregating heterogeneous-agent models with permanent income shocks
identifiers-paper {"type"=>"url", "value"=>"https://www.sciencedirect.com/science/article/pii/S0165188921001202?via%3Dihub"}
{"type"=>"doi", "value"=>"https://doi.org/10.1016/j.jedc.2021.104185"}
date-published-original-paper 2021-08
date