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All Projects → ikarib → HANK

ikarib / HANK

Licence: other
Replication of Heterogeneous Agent New Keynesian (HANK) model in MATLAB

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Replication of the computational algorithm for solving Heterogeneous Agent New Keynesian (HANK) model. The original code was written in Fortran utilizing SparseSuite library and parallelized using MPI on the cluster with 33 CPUs (Intel Xeon CPU E5-2695 v4 @ 2.10GHz) with total runtime of 1.5 hours. The folder mycode contains translation of all their fortran codes to MATLAB (for understanding rather than performance reasons).

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