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jstac
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sdfs_via_autodiff
Computing wealth consumption ratios and stochastic discount factors under smooth recursive utility
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Add log linear approx for GCY
#12
Smit-create
closed
1 year ago
4
Add gcy continuous
#11
Smit-create
closed
1 year ago
6
Any more ideas to speed up SSY continuous state code
#10
jstac
opened
1 year ago
6
Write continuous state version of GCY
#9
jstac
opened
1 year ago
5
shift continuous state vectorized to a branch
#8
jstac
closed
1 year ago
1
minor code fixes
#7
Smit-create
closed
1 year ago
21
Continuous time results are not robust
#6
JunnanZ
opened
1 year ago
4
Clean up continuous state code
#5
jstac
closed
1 year ago
8
Fix failing gcy
#4
Smit-create
closed
1 year ago
1
Failure of vectorization for the GYC model in the discrete case.
#3
jstac
closed
1 year ago
12
Optimize the performance of the Newton solver
#2
JunnanZ
closed
1 year ago
10
Switch to JAX solvers
#1
jstac
opened
2 years ago
0