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Numerical Methods @ EPGE/2023

Course wiki can be found here.

PS1. Discretization methods (Tauchen, Rouwenhorst).

PS2. Value function iteration (Vectorization, monotonicity, concavity, Howard improvement algorithm, multigrid). Endogenous grid method.

PS3. Projection methods (Chebyshev collocation, finite element methods, Galerkin).

PS4. Incomplete markets (Huggett model).