Below some useful references and algorithms to better code in C,Fortran and MatLab. In discrete time, Fortran and C++ are quicker than any other language (but sometimes it is hard to code). MatLab is very powerful in continuous time, especially when using sparse matrices.


« Dynamic General Equilibrium Modelling, Computational Methods and Applications« , by Burkhard Heer and Alfred Maußner

C++ and Fortran useful codes

Jean Pierre Moreau’s Homepage

MatLab (continuous time)

Aiyagari in Continous Time with Jump-Drift Process and the code available here: aiyagari.m

Heterogenous Agent New Keynesian (HANK) model and the code available here: HANK.m

Benjamin Moll’s Homepage