This package contains Julia code to solve heterogeneous agent models with aggregate uncertainty.
The models are solved using Reiter's Projection + Perturbation approach. The implementation is heavily based on the Matlab code accompanying Reiter (2009) "Solving heterogeneous-agent models by projection and perturbation".
Specifically, I have two examples of economies featuring heterogeneity
Check the jupyter notebook for a preview of the code in the context of Krusell-Smith model. For a detailed description of the method check the user guides.