Wealth Distribution with Random Discount Factors

By Toda Alexis Akira
Journal of Monetary Economics (2019)

  • Alexis Akira Toda

    University of California San Diego

    USA

  • Alexis Akira Toda

Created

September 7, 2018

Last update

September 7, 2018

Software

Matlab

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115

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1525

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242

Description

This folder contains replication files for the paper "Wealth Distribution with Random Discount Factors" by Alexis Akira Toda, which is forthcoming at Journal of Monetary Economics. All files are written in Matlab. - "Huggett" folder contains replication files for the Huggett model in Section 3. - "Krusell-Smith" folder contains replication files for the Aiyagari model in Section 4.3. - "QE replication files" folder contains discretization code in Farmer & Toda (2017) cited in paper. - "Subroutines" folder contains subroutines used for solving the Aiyagari model. See readme files in each folder for more details and how to use the files. In general, you can just ignore "QE replication files" and "Subroutines" folders. 1. If you are interested in the Huggett model in Section 3, please read the readme file in "Huggett" folder. 2. If you are interested in the Aiyagari model in Section 4.3, please read the readme file in "Krusell-Smith" folder.

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