Name: akshay_shanker
Type: User
Bio: I work on stochastic dynamic optimization, macroeconomics, applied structural econometrics, amongst other interests in economics and related fields.
Location: Ku-ring-gai Chase National Park, Australia
akshay_shanker's Projects
Jupyter Notebook examples of the ConSav package
Python implementation of the DC-EGM algorithm from Iskhakov, Jorgensen, Rust, and Schjerning (QE, 2017).
Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)
Discrete-continuous multidimensional dynamic optimization
Slides for A Primer in Econometric Theory
Lifecycle model of porfolio allocation
The Power of Knowing a Woman Is in Charge: Lessons from a Randomized Experiment by Dobrescu, Motta and Shanker
EGM using fast upper-envelope scan
Heterogenous Agents Resources & toolKit
This is a list of papers with models that track an infinite dimensional distribution through time
Generate moments, influence functions and weight matrix for SMM estimation
Introduction to parallel programming in economics and finance
Discussion slices for 'Sequence Space Jacobian to Solve and Estimate Heterogeneous-Agent Models' by Auclert, Bardˊoczy, Rognlie and Straub.
This repo is for demonstration purposes only.
An Introduction to Computational Macroeconomics (U Tokyo 2022)
This repository aims at solving the Unit Commitment (UC) problem for a plan operator that minimises the sum of total operating expenditure of generation across generation units and a demand shortfall penalty on D-Wave's quantum annealer.
Compute optimal steady state distribution of saving and work in the Aiyagari-Huggett model with labour-leisure choice
Compute electricity spot market equilibrium with storage