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Update RoadMap
authored
Apr 30, 2025
by
Johannes Pfeifer
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7.
x version
7.
x version
===========
===========
*
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.
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Enable estimating models with unanticipated structural break.
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Bayesian methods of moments (à la Christiano et al.).
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Bayesian methods of moments (à la Christiano et al.).
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@@ -27,10 +30,6 @@ Longer term projects
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@@ -27,10 +30,6 @@ Longer term projects
+
adaptive sparse grid à la Brumm & Scheidegger (2017, Econometrica)
+
adaptive sparse grid à la Brumm & Scheidegger (2017, Econometrica)
+
stochastic simulations approach à la Judd, Maliar and Maliar (2011, Quant. Econ.) (#162)
+
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
)
)
*
Markov-switching DSGE (à la
[
RISE
](
https://github.com/jmaih/RISE_toolbox
)
)
*
More interactive model building (à la TROLL)
*
More interactive model building (à la TROLL)
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