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'.
Adda and Cooper's "Dynamic Economics" book
The python code in this repository solves many of the numerical exercises in the Dynamic Economics book by Jerome Adda and Russell 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).
Permanent-transitory income process
The code in this repository simulates a permanent-transitory income process and then uses the generalised method of moments (GMM) estimation technique to recover the parameters of the income process. A more detailed description is given here (and in the .tex file in the repository).