Additional Examples

Contents:

• Huggett (1997): Steady States and Transition Paths in Heterogeneous Agent Models
  • The Model
  • The gmod File and MATLAB File
  • Output
• Krusell and Smith (1998): Heterogeneous Agent Models with Aggregate Uncertainty
  • The gmod File and MATLAB File
• Mendoza (2010): Sudden Stops with Asset Price Deflation
  • The Model
  • State Space Transformation
  • The gmod File
  • What’s Next?
• Cao and Nie (2017): Amplification and Asymmetry without Collateral Constraint
  • The gmod File
• Cao (2018): Speculation and Wealth Distribution under Beliefs Heterogeneity
  • The Model
  • The gmod file
  • Results
• Cao (2020): Continuum versus Finite Agents in Krusell and Smith (1998)
  • The Model
  • The gmod file
  • Results