├── HANK Lab ├── .DS_Store ├── HANKvsKS_plot.m ├── HetAgentsFcns.jl ├── HetAgentsFcns │ ├── EGM │ │ ├── EGM_policyupdate.jl │ │ └── updateV.jl │ ├── IM_fcns │ │ ├── fcn_MultipleDirectTransitions.jl │ │ ├── fcn_directtransition.jl │ │ ├── fcn_kdiff.jl │ │ ├── fcn_ksupply.jl │ │ ├── fcn_maketransition.jl │ │ ├── fcn_makeweights.jl │ │ └── fcn_util.jl │ ├── basic_fcns.jl │ └── find_SS.jl ├── LinearizationFunctions.jl ├── LinearizationFunctions │ ├── FSYS.jl │ ├── FSYSNODUAL.jl │ ├── FSYS_agg.jl │ ├── PriceD.jl │ ├── SGU.jl │ ├── SGU_estim.jl │ ├── denHaan.jl │ ├── denHaanLoop.jl │ └── otherUtils.jl ├── NumericalBasics.jl ├── NumericalBasics │ ├── BrentsMethod.jl │ ├── DCT.jl │ ├── FastRoot.jl │ ├── GCintegration.jl │ ├── LinInterpols.jl │ ├── LocateFcn.jl │ ├── MacroUtils.jl │ ├── MarkovChain.jl │ └── broyden.jl ├── Structs.jl ├── Structs_rbc.jl ├── run.jl ├── run_rbc.jl ├── script.jl └── script_rbc.jl ├── Krusell Smith Lab - Copula ├── .DS_Store └── shared_functions │ ├── SS_stats.m │ ├── makegrid.m │ ├── mydctmx.m │ └── stochastics_variance.m ├── Krusell Smith Lab ├── .DS_Store ├── One Asset HANC Capital (FULL) │ ├── .DS_Store │ ├── functions │ │ └── 03_fluctuations │ │ │ ├── Fsys.m │ │ │ ├── denHaan_Reiter.m │ │ │ └── mainskript_statereduc.m │ └── mainskript.m ├── One Asset HANC Capital (JPEG) │ ├── .DS_Store │ ├── functions │ │ ├── .DS_Store │ │ └── 03_fluctuations │ │ │ ├── Fsys.m │ │ │ ├── SGU_solver_2nd_L.m │ │ │ ├── denHaan_Reiter.m │ │ │ ├── gensylv.m │ │ │ ├── gensylv.mexmaci64 │ │ │ ├── gensylv.mexw64 │ │ │ ├── gxx_hxx_gss_hss.m │ │ │ ├── gxx_hxx_in_SGU_solver.m │ │ │ ├── innerkron.m │ │ │ ├── mainskript_statereduc.m │ │ │ ├── simu_1st.m │ │ │ ├── simu_1st_smaster.m │ │ │ ├── simu_2nd.m │ │ │ ├── simu_2nd_smaster.m │ │ │ ├── sylvester3.m │ │ │ └── sylvester3a.m │ ├── mainskript.m │ ├── mainskript_2ndorder.m │ ├── mainskript_plotting.m │ └── mainskript_plotting_cheby.m ├── One Asset HANC Capital (JPEG-COPULA) │ ├── .DS_Store │ ├── functions │ │ └── 03_fluctuations │ │ │ ├── Fsys.m │ │ │ ├── Fsys_NoAdj.m │ │ │ ├── SGU_solver_2nd_L.m │ │ │ ├── denHaan_Reiter.m │ │ │ ├── gensylv.m │ │ │ ├── gensylv.mexmaci64 │ │ │ ├── gensylv.mexw64 │ │ │ ├── gxx_hxx_gss_hss.m │ │ │ ├── gxx_hxx_in_SGU_solver.m │ │ │ ├── innerkron.m │ │ │ ├── mainskript_statereduc.m │ │ │ ├── simu_1st.m │ │ │ ├── simu_2nd.m │ │ │ ├── sylvester3.m │ │ │ └── sylvester3a.m │ ├── mainskript.m │ ├── mainskript_plotting.m │ └── mainskript_plotting_cheby.m ├── One Asset HANC Capital (KS) │ ├── functions │ │ ├── KSsimulation.m │ │ └── KSsimulationIRF.m │ └── mainskript.m ├── defineSS_pars.m ├── defineSS_pars_UNC.m ├── masterscript.m ├── masterscript_2ndorder.m ├── masterscript_copula.m ├── masterscript_random.m ├── run.m └── shared_functions │ ├── EGM_policyupdate.m │ ├── EulerError.m │ ├── ExTransitions.m │ ├── JDiteration.m │ ├── SGU_solver.m │ ├── SS_stats.m │ ├── Tauchen.m │ ├── chebyshev_coefficients.m │ ├── chebyshev_interpolant.m │ ├── chebyshev_zeros.m │ ├── do_dct.m │ ├── factor_returns.m │ ├── mainskript_steadystate.m │ ├── makegrid.m │ ├── mom.m │ ├── mydct.m │ ├── mydctmx.m │ ├── myidct.m │ ├── plot_IRFs.m │ ├── policies_SS.m │ ├── policies_SS_POLY.m │ ├── policyguess.m │ ├── printpdf.m │ ├── rouwen.m │ ├── steadystate.m │ ├── stochastics_variance.m │ ├── stochastics_variance_UNC.m │ ├── transition.m │ └── unconditional_mean.m ├── README.pdf ├── latex ├── BCM_SS_BASELINE_TWOASSET_ALL_DCT1.tex ├── CompressionPOLY_SS_BASELINE_HANC_TFP.tex ├── MaxAbsErrorPOLY_SS_BASELINE_HANC_TFP.tex ├── MaxAbsErrordenHaan_SS_BASELINE_TWOASSET_UNC.tex ├── MeanAbsErrorPOLYDCT_SS_BASELINE_HANC_TFP.tex └── MeanAbsErrorPOLY_SS_BASELINE_HANC_TFP.tex └── results ├── .DS_Store ├── figure1 ├── K_ComparisonShort_SS_BASELINE_HANC_TFP.pdf └── K_Comparison_SS_BASELINE_HANC_TFP.pdf ├── figure2 ├── IRF_Policy_Comparison_SS_BASELINE_HANC_noBF_10.pdf ├── IRF_Policy_Comparison_SS_BASELINE_HANC_noBF_200.pdf └── IRF_Policy_Comparison_SS_BASELINE_HANC_noBF_50.pdf ├── figure3 ├── IRF_PolicyDev_Comparison_SS_BASELINE_HANC_noBF_10.pdf ├── IRF_PolicyDev_Comparison_SS_BASELINE_HANC_noBF_200.pdf └── IRF_PolicyDev_Comparison_SS_BASELINE_HANC_noBF_50.pdf ├── figure4 ├── IRF_IRF_Comparison_SS_BASELINE_HANC_noBF_10.pdf ├── IRF_IRF_Comparison_SS_BASELINE_HANC_noBF_200.pdf └── IRF_IRF_Comparison_SS_BASELINE_HANC_noBF_50.pdf ├── figure5 ├── DISTR_ComparisonALL_SS_BASELINE_HANC_COP_TFP.pdf ├── DISTR_ComparisonSS_SS_BASELINE_HANC_COP_TFP.pdf ├── DISTR_Comparison_SS_BASELINE_HANC_COP_TFP.pdf └── K_Comparison_SS_BASELINE_HANC_COP_TFP.pdf ├── figure6 ├── IRF_DISTR_ComparisonOrder_SS_BASELINE_HANC_PERT_TFP.pdf └── IRF_K_ComparisonOrder_SS_BASELINE_HANC_PERT_TFP.pdf ├── table1 ├── AvgAbsErrortoKS_SS_BASELINE_HANC_TFP.tex ├── AvgAbsErrortoRF_SS_BASELINE_HANC_TFP.tex ├── MaxAbsErrortoKS_SS_BASELINE_HANC_TFP.tex └── MaxAbsErrortoRF_SS_BASELINE_HANC_TFP.tex ├── table2 ├── AvgAbsErrordenHaan_SS_BASELINE_HANC_TFP.tex └── MaxAbsErrordenHaan_SS_BASELINE_HANC_TFP.tex ├── table4 ├── 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