The software is written in Matlab and consists of three folders:
- "MultiCountryModel"
- "OneCountryModel"
- "NewKeynesianModel"
These folders contain the code for solving the three applications described in the article "Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model" by Lilia Maliar and Serguei Maliar (2015), Quantitative Economics 6/1, pages 1–47 (henceforth, MM, 2015).
Also, the software contains three illustrative examples of applications of the cluster grid method, epsilon distinguishable set and adaptive epsilon distinguishable set method:
- RunMeExampleCluster.m
- RunMeExampleEDS.m
- RunMeExampleLocallyAdaptiveEDS.m
The examples use the following files:
- Density.m
- Cluster.m
- EDS.m
- LocallyAdaptiveEDS.m
For updates and other related software, please, check the authors' web pages. For additional information, please, contact the corresponding author: Lilia Maliar, Department of Economics, Stanford University, Stanford, CA 94305-6072, USA, [email protected].
This version: March 6, 2015. First version: April 17, 2010.