├── .gitignore ├── .numba_config.yaml ├── 00 - IncomeProcess.ipynb ├── 01 - Validation.ipynb ├── 02 - Timing.ipynb ├── 03 - Grids.ipynb ├── 04 - Calibration.ipynb ├── 05 - Experiments.ipynb ├── LICENSE ├── README.md ├── SCF ├── HANK.pdf ├── HANK_FG.pdf ├── HANK_appendix.pdf ├── SCF_04_small.dta ├── kaplan_violante_weidner_2014.pdf ├── tagets.smcl └── targets.do ├── TwoAssetModelCont.py ├── UMFPACK.cpp ├── UMFPACK ├── __init__.py └── cpptools.py ├── equilibrium.py ├── estimate.py ├── figs ├── CDF_MPC_compare.pdf ├── CDF_a_Na.pdf ├── CDF_a_Na_alt.pdf ├── CDF_a_Na_neg.pdf ├── CDF_a_Nb_pos.pdf ├── CDF_a_compare.pdf ├── CDF_ab_HANK.pdf ├── CDF_ab_dense.pdf ├── CDF_b_Na.pdf ├── CDF_b_Na_alt.pdf ├── CDF_b_Na_neg.pdf ├── CDF_b_Nb_pos.pdf ├── CDF_b_compare.pdf ├── adjcost_compare.pdf ├── calibration_results_moms.tex ├── calibration_results_pars.tex ├── conv_Na_AY.pdf ├── conv_Na_BY.pdf ├── conv_Na_HJB.pdf ├── conv_Na_KFE.pdf ├── conv_Na_MPC.pdf ├── conv_Na_frac_b0_a0.pdf ├── conv_Na_frac_b0_a0_0.01.pdf ├── conv_Na_frac_b0_apos.pdf ├── conv_Na_frac_b0_apos_0.01.pdf ├── conv_Na_frac_bneg.pdf ├── conv_Na_frac_bneg_0.01.pdf ├── conv_Nb_neg_AY.pdf ├── conv_Nb_neg_BY.pdf ├── conv_Nb_neg_HJB.pdf ├── conv_Nb_neg_KFE.pdf ├── conv_Nb_neg_MPC.pdf ├── conv_Nb_neg_frac_b0_a0.pdf ├── conv_Nb_neg_frac_b0_a0_0.01.pdf ├── conv_Nb_neg_frac_b0_apos.pdf ├── conv_Nb_neg_frac_b0_apos_0.01.pdf ├── conv_Nb_neg_frac_bneg.pdf ├── conv_Nb_neg_frac_bneg_0.01.pdf ├── conv_Nb_pos_AY.pdf ├── conv_Nb_pos_BY.pdf ├── conv_Nb_pos_HJB.pdf ├── conv_Nb_pos_KFE.pdf ├── conv_Nb_pos_MPC.pdf ├── conv_Nb_pos_frac_b0_a0.pdf ├── conv_Nb_pos_frac_b0_a0_0.01.pdf ├── conv_Nb_pos_frac_b0_apos.pdf ├── conv_Nb_pos_frac_b0_apos_0.01.pdf ├── conv_Nb_pos_frac_bneg.pdf ├── conv_Nb_pos_frac_bneg_0.01.pdf ├── grid_a.pdf ├── grid_a_alt.pdf ├── grid_b_neg.pdf └── grid_b_pos.pdf ├── income_process.py ├── modelfuncs.py ├── run.bat └── solve.py /.gitignore: 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