SSJ Julia notebook

This repository provides a notebook demonstrating how one can solve a simple Heterogeneous Agents business cycle model using the Sequence Space Jacobian method by Auclert et al. (2021) in Julia.

How does this notebook differ from other resources?

• Everything is implemented from scratch, not relying on a blackbox package

• The Sequence Space Jacobians are obtained using Automatic Differentiation

  To view HTML-versions of the notebooks, click here (first notebook) or here (second notebook).