Intro to Deep Learning
Neural-network foundations and automatic differentiation for computational macroeconomics.
Computational macroeconomics
Selected Julia notebooks with code, equations, figures, and saved results. These pages are static reading copies; source files remain available on GitHub.
Neural-network foundations and automatic differentiation for computational macroeconomics.
An Euler-equation deep-learning method applied to a stochastic RBC benchmark.
A deep-learning Euler-equation method for the Krusell–Smith heterogeneous-agent model.
Heterogeneous-agent transitions using sequence-space Jacobians and the fake news algorithm.
A compact introduction to solving an RBC model with sequence-space Jacobians in Julia.
A Julia implementation of the traditional Krusell–Smith (1998) solution algorithm.