Estimating HANK with Micro Data

By Man Chon (Tommy) Iao, Yatheesan J. Selvakumar

Rating

1361
Battle Count: 37

Relevance

6/10
While focused on macroeconomic modeling, the methodology could potentially be adapted for analyzing high-dimensional financial data

Implementation Complexity

7/10
Requires understanding of advanced econometric techniques and heterogeneous-agent models

Reproducibility

4/5
The paper provides detailed methodology and simulation results, enhancing reproducibility

About this paper

Methodology: Indirect Inference with Dynamic Mode Decomposition. Problem types: Time Series Forecasting, Parameter Estimation.

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