About this code
Code on this page is made available under the GNU General Public License.
Please let me know if you find any of it useful or if you discover any errors: email name@domain, where name is 'jon' and domain is 'jonshaw.net'.
Infinite-horizon consumption-savings problems
The python code in this repository solves a number of simple infinite-horizon consumption-savings problems using dynamic programming. These problems are based on examples and exercises in the early chapters of Dynamic Economics by Adda and Cooper. A fuller description of the models implemented is given here (and in the .tex file in the repository).
Lifecycle consumption-savings problem
The C++ code in this repository solves and simulates a simple lifecycle consumption-savings problem using dynamic programming. This implementation was inspired by a Dynamic Economics training course given by Monica Costa Dias and Cormac O'Dea where code examples were given in Matlab. A fuller description of the model implemented and the code dependencies is given here (and in the .tex file in the repository).