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v0.5.0

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@chenwilliam77 chenwilliam77 released this 13 Nov 15:43
  • Extend Lambda and Sigma to permit dependence on jump variables
  • Implement Euler equation error diagnostics
  • Provide functions for calculating expectations with Gauss-Hermite quadrature
  • Add a new example based on Coeurdacier, Rey, and Winant (2011)
  • Update RBC with Campbell-Cochrane Habits model to show how to add strips for asset pricing