Link to my Github**:**** **AGaillardTSE

**const char*** **h = "Hello World!";

### Replication files

Replication files

*C++ (for discrete time)*

**Aiyagari****:****Entrepreneurial model:**solve efficiently the Cagetti & DeNardi (2006, JPE) with endogenous borrowing constraint in 3s with DC-EGM, code available*upon-request*.**Housing model:**solve standard housing macroeconomic models of Sommer & Sullivan (2018, AER) with EGM and DC-EGM. Useful note: Numerical Note: Solving Housing Macroeconomic Models with Discrete Choices, code available: Replication Code Sommer & Sullivan AER (2018).**Growth model:**solve the stochastic growth model of Barillas & Villaverde (2007), code here.

*MatLab & Julia*

**Heterogenous Agent New Keynesian (HANK)**of**Aiyagari**in Continous Time with Jump-Drift Process. Code is available*upon-request*, note: Aiyagari Model in Continuous Time with Jump-Drift Income Process.

### Useful papers, technics and links

Useful papers, technics and links

**[EGM]**Endogenous Grid Method: Caroll (2006)**,****[ECM]**Envelop Condition Method: Maliar (2013)**,****[DC-EGM]**algorithm to solve discrete-continuous choice models using EGM: Iskhakov et al. (2017).*[G2-EGM]*Multi-dimensional DC-EGM algorithm: Druedhal and Jørgensen (2017).*[N-EGM]*Nested Engodenous Grid Method :: Hintermaier and Koeniger (2012), Druedhal (2019)**[EXPECTATION]**Computing expectations of value functions using polynomials: Judd et al. (2017)**[COLOCATION]**Collocation Method: Collocation**,****[VAR, AR(1)]**Discretizing VAR: Farmer et Toda (2013)

- Jean-Pierre’s Moreau Homepage: useful codes and routines in C++ and Fortran. Paul Bourke: useful tool for interpolations, John Burkardt: useful tool for many languages.
- John Starchulski and Tom Sargent’s QuantEcon: useful codes in Julia / Python.
- Maliar et Maliar’s Book: all.
- HATC project
**.**