Intro to Deep Learning
Neural-network foundations and automatic differentiation for computational macroeconomics.
Computational macroeconomics
Notebooks
Selected Julia notebooks with code, equations, figures, and saved results. These pages are static reading copies; source files remain available on GitHub.
DeepLearningMacro
Repository ↗Deep Learning for an RBC Model
An Euler-equation deep-learning method applied to a stochastic RBC benchmark.
Deep Learning for the Krusell–Smith Model
A deep-learning Euler-equation method for the Krusell–Smith heterogeneous-agent model.
Sequence-Space Jacobian
Repository ↗Krusell–Smith Model with Sequence-Space Jacobians
Heterogeneous-agent transitions using sequence-space Jacobians and the fake news algorithm.
RBC Model with Sequence-Space Jacobians
A compact introduction to solving an RBC model with sequence-space Jacobians in Julia.
HANK Model with Sequence-Space Jacobians
A one-asset HANK model solved with sequence-space Jacobians, transition blocks, and the fake news algorithm.
Two-Asset HANK Model with Sequence-Space Jacobians
A two-asset KMV-style HANK model with liquid and illiquid assets, capital, equity, and sequence-space Jacobians.
KS1998
Repository ↗Krusell–Smith (1998) Solver
A Julia implementation of the traditional Krusell–Smith (1998) solution algorithm.
HANK
Repository ↗Solving a HANK Model
A global solution of a one-asset heterogeneous-agent New Keynesian model with aggregate TFP and monetary-policy shocks.
Solving a RANK Model
A representative-agent New Keynesian model solved with a global fixed-point algorithm.