Rtauchen - Discretization of AR(1) Processes
Discretize AR(1) process following Tauchen (1986) <http://www.sciencedirect.com/science/article/pii/0165176586901680>. A discrete Markov chain that approximates in the sense of weak convergence a continuous-valued univariate Autoregressive process of first order is generated. It is a popular method used in economics and in finance.
Last updated 9 years ago
3.48 score 2 stars 1 dependents 7 scripts 140 downloadsIGCities - Simulate Impact of Different Urban Policies Through a General Equilibrium Model
Develops a General Equilibrium (GE) Model, which estimates key variables such as wages, the number of residents and workers, the prices of the floor space, and its distribution between commercial and residential use, as in Ahlfeldt et al., (2015) <https://onlinelibrary.wiley.com/doi/abs/10.3982/ECTA10876>. By doing so, the model allows understanding the economic influence of different urban policies.
Last updated 2 years ago
1.70 score 1 stars 246 downloads