EXTERNAL: Heterogeneous Agent Models in Continuous Time

Author: Benjamin Moll

This is a collection of codes that solve a number of heterogeneous agent models in continuous time using finite difference methods. Contents: 1. Huggett Model, 2. Aiyagari Model, 3. Model with Two Assets and Nonconvex Adjustment Costs, 4. Handling Non-Convexities I: Neoclassical Growth Model with Convex-Concave Production Function, 5. Handling Non-Convexities II: Entrepreneurship and Financial Frictions, 7. Stopping Time Problem II: Liquid and Illiquid Assets and Fixed Adjustment Costs

Continuous time models and methods

Author: Pontus Rendahl, Cambridge

An introduction to models in continuous time and their solution methods.