This repository aims at solving a simple Aiyagari model with aggregate productivity shocks using the method Michael Reiter delineated in his 2009 paper Solving heterogeneous-agent models by projection and perturbation. The resolution is carried in the main.jl file. The code is extensively commented and documented. The notations are kept as close as possible to those in the Reiter's paper. Further explanations are available in the demo.ipynb notebook.
The functions and methods can be adapted to more complicated models. The general structure of the code is still relevant to solve many heterogeneous-agent models.
