Update RoadMap authored by Johannes Pfeifer's avatar Johannes Pfeifer
7.x version
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* Estimation:
* Heterogeneous Agents New-Keynesian (HANK) models
+ perturbation approaches à la Winberry (2018, Quant. Econ.) or Bhandari et al 2023 (http://www.nber.org/papers/w31744)
+ sequence-space Jacobian à la Auclerc et al. (2021, Econometrica)
* Estimation:
- Enable estimating models with unanticipated structural break.
- Bayesian methods of moments (à la Christiano et al.).
......@@ -27,10 +30,6 @@ Longer term projects
+ adaptive sparse grid à la Brumm & Scheidegger (2017, Econometrica)
+ stochastic simulations approach à la Judd, Maliar and Maliar (2011, Quant. Econ.) (#162)
* Heterogeneous Agents New-Keynesian (HANK) models
+ perturbation approach with dimensionality reduction à la Winberry (2018, Quant. Econ.)
+ sequence-space Jacobian à la Auclerc et al. (2021, Econometrica)
* Markov-switching DSGE (à la [RISE](https://github.com/jmaih/RISE_toolbox))
* More interactive model building (à la TROLL)
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