Commit 647e41e
Add new lecture: Aiyagari model with Endogenous Grid Method
This PR adds a new lecture aiyagari_egm.md that combines the Aiyagari model with the Endogenous Grid Method (EGM).
Key Features:
- Combines concepts from egm_policy_iter.md and aiyagari.md
- Uses EGM to solve the household problem (avoiding costly root-finding)
- Uses simulation to compute aggregate capital (instead of analytical stationary distribution)
- EGM operator for the Aiyagari model - Corrected implementation, converges in ~90 iterations
- Simulation-based aggregation - Simulates 10,000+ households via Monte Carlo
- Equilibrium computation - Uses bisection to find equilibrium capital stock (K* ≈ 8)
- Wealth distribution analysis - Histograms, Lorenz curves, and Gini coefficient
- Educational content - Comparison with standard approach and four exercises
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude <[email protected]>1 parent a24c9b1 commit 647e41e
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