In thomasvigie/sgmodel: Solves a Generic Stochastic Growth Model with a Representative Agent

knitr::opts_chunk$set(
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sgmodel

The goal of sgmodel is to solve a standard stochastic growth model in infinite horizon, a workhorse model in macroeconomics. It can bu used to generate data in simulation contexts and to analyze savings and consumption dynamics under different parameters.

Example

This is a basic example which shows you how to solve a common problem:

grid <- 200
utiltype <- "CRRA"
utilparam <- 4
A <- 1
depre <- 0.03
discount <- 0.95
prod <- 0.3
states <- 5
m <- 10
rho <- 0.2
sigma <- 0.02
model <- sgmodel(grid, utiltype, utilparam, A, depre, discount, prod, states, m, rho, sigma)

thomasvigie/sgmodel documentation built on March 3, 2020, 2:28 p.m.