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Shock Elasticities Toolbox

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@jhuangsa jhuangsa released this 19 Jan 21:46
· 4 commits to master since this release
v1.0.0
f7052f2

Shock Elasticities Toolbox (MATLAB)

Functionalities include

  • Compute shock elasticities for a flexible number of dimensions;
  • Option to use Pardiso, a high performance computing tool, to solve the linear PDE in shock elasticities computations;
  • Compute stationary density through simulations (in parallel processes by default).

Installation

The zip file contains a very detailed documentation and examples. As a quick start, complete sections 2.1 and 2.2 in the documentation. Afterwards, simply run

HeKrushnamurthy

in MATLAB. It will compute shock elasticities for a one-dimensional model based on He and Krushnamurthy (2013).

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