EconForge / dolo.py

Economic modelling in python
BSD 2-Clause "Simplified" License
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Albop/egm #224

Closed albop closed 3 years ago

albop commented 3 years ago

This branch, adds an endogenous grid method. It requires the yaml file to contain special functions. They are provisionnally called:

It is not optimized for speed as the various calls to the model functions probably induce a non-negligible overhead.

Function egm should work for any kind of exogenous shock (iid, mc, gdp), but is restricted to 1d space.