├── .gitignore ├── LICENSE ├── README.md ├── doc ├── fig │ ├── firm_filemap.png │ ├── hh_filemap.png │ ├── plot_depfun.m │ ├── plot_filemap.m │ └── plot_graph.m ├── firm.md └── hh.md └── program ├── firm_model ├── auxiliary_functions │ ├── likelihood │ │ ├── aux_ll.m │ │ └── likelihood_micro.m │ └── sim │ │ ├── simul_data.m │ │ └── simulate_micro.m ├── calibrate.m └── dynare │ ├── capitalResid.m │ ├── computeChebyshev.m │ ├── computeChebyshev2.m │ ├── computeDiscreteTransitionMatrix.m │ ├── computeGaussHermiteQuadrature.m │ ├── computeGaussLegendreQuadrature.m │ ├── computeGrids.m │ ├── computeLMCResidualHistogram.m │ ├── computeLMCResidualPolynomials.m │ ├── computePolicies.m │ ├── computePolynomials.m │ ├── compute_steady_state.m │ ├── coreSteadyState.m │ ├── dynamicModel.mod │ ├── dynamicModel_steadystate.m │ ├── equations.mod │ ├── parameters.mod │ ├── parametersResidual.m │ ├── saveParameters.m │ ├── scaleDown.m │ ├── scaleUp.m │ ├── setDynareParameters.m │ ├── setParameters.m │ ├── updateCoefficients.m │ └── variables.mod ├── functions ├── likelihood │ ├── likelihood_smoother.m │ ├── loglike_compute.m │ ├── mean_smoother.m │ ├── print_param.m │ ├── simulation_smoother.m │ └── update_param.m ├── load_mat.m ├── mcmc │ ├── adapt_cov.m │ ├── adapt_stepsize.m │ ├── approx_mode.m │ ├── mcmc_iter.m │ ├── rwmh_accrej.m │ └── rwmh_propose.m ├── plot │ ├── graph_out.m │ └── patchline.m ├── run_calib_dynare.m ├── save_mat.m ├── sim │ ├── run_sim.m │ ├── simulate_model.m │ └── simulate_shocks.m └── str_add_numbers.m ├── hh_model ├── auxiliary_functions │ ├── likelihood │ │ ├── aux_ll.m │ │ ├── compute_meas_err.m │ │ ├── compute_meas_err_const.m │ │ ├── cov_smpl.m │ │ └── likelihood_micro.m │ └── sim │ │ ├── simul_data.m │ │ ├── simulate_micro.m │ │ ├── simulate_micro_aux.m │ │ └── simulate_micro_moments.m ├── calibrate.m ├── dynare │ ├── computeChebyshev.m │ ├── computeGaussLegendreQuadrature.m │ ├── computeGrids.m │ ├── computeLinearWeights.m │ ├── computeMCResidualHistogram.m │ ├── computeMCResidualPolynomials.m │ ├── computePolynomials.m │ ├── compute_steady_state.m │ ├── coreSteadyState.m │ ├── equations_polynomials.mod │ ├── firstOrderDynamics_polynomials.mod │ ├── firstOrderDynamics_polynomials_steadystate.m │ ├── parametersResidual.m │ ├── parameters_polynomials.mod │ ├── saveParameters.m │ ├── scaleDown.m │ ├── scaleUp.m │ ├── setDynareParameters.m │ ├── setParameters.m │ ├── updateCoefficients_polynomials.m │ └── variables_polynomials.mod └── plot │ ├── comput_polfct_distirf.m │ ├── cons_polfct.m │ └── dist_irf.m ├── plot_likelihood.m ├── plot_mcmc.m ├── run_likelihood_hh.m ├── run_mcmc_firm.m └── run_mcmc_hh.m /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mikkelpm/het_agents_bayes/HEAD/.gitignore -------------------------------------------------------------------------------- /LICENSE: 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