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gpuIFP.m:
The income fluctuation problem under incomplete markets -
sovDef.m:
Sovereign default model, like Arellano (2008) but with a quadratic penalty function as in Chatterjee and Eyigungor (2012)
Simple examples of macro models computed on the GPU with MATLAB.
gpuIFP.m:
The income fluctuation problem under incomplete markets
sovDef.m:
Sovereign default model, like Arellano (2008) but with a quadratic penalty function as in Chatterjee and Eyigungor (2012)