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ct_dsge

Replication package for the paper "Estimation of continuous-time linear DSGE models from discrete-time measurements" by B.J. Christensen, L. Neri and J.C. Parra-Alvarez

PHACT Toolbox

This is a toolbox for solving heterogeneous agent models as described in

For example uses of the codes, see

Supports: MATLAB release newer than R2016b, but codes will be check to support MATLAB release older than R2016b. Refer to the issue page here.

For questions and bug reports, email: SeHyoun Ahn sehyoun.ahn@gmail.com