CEF 2019 Workshop

Workshop Description.

Workshop Instructions.

Thanks for signing up for the Heterogeneous Agent models with the VFI Toolkit workshop on Thursday 27th June 2019 starting at 9am. Main workshop is till lunch, and will be possible to continue till 4pm for those who want to stay on for the afternoon. Details on time and place have been sent by email to participants. Following are some brief instructions.

Before the workshop: please make sure your laptop has Matlab installed. If you have an NVIDIA gpu please install CUDA, and check that Matlab can use it by running Matlab command X=ones(3,3,'gpuArray'). If your laptop does not have an NVIDIA gpu please let me know (<robertdkirkby@gmail.com>), you can still use VFI Toolkit, but it will be slower. Also download the VFI Toolkit (see vfitoolkit.com for instructions and links).

Before the workshop bonus points: You could run some of the examples like Aiyagari (1994) model, or the finite-horizon or Huggett (1996). The more you have played around the more advanced questions and examples we can look at, so you can better understand both what the toolkit can and cannot do.

During the workshop: Morning will start with a quick example, then description of concepts behind VFI Toolkit, and then going through some more examples. The (optional) afternoon will involve implementing some existing models, or if you have a specific model you want to implement we can look at doing that.

Workshop Materials.

Closer to workshop I will start uploading some material and providing links here.

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