Replication Data for: A tractable framework for analyzing a class of nonstationary Markov models
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https://dataverse.csuc.cat/citation?persistentId=doi:10.34810/data3001
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资源简介：
The package contains the MATLAB implementation of the Extended Function Path (EFP) algorithm developed in “A Tractable Framework for Analyzing a Class of Nonstationary Markov Models” (Quantitative Economics, 2020, Volume 11, Issue 4 pp. 1289-1323).
The software provides a complete, replicable computational framework for solving a nonstationary neoclassical stochastic growth model with labor-augmenting technological progress. It includes:
- A main script (Main_EFP.m) implementing the EFP solution and comparing it with the balanced growth path benchmark.
- Numerical integration routines using Gauss–Hermite quadrature.
- Polynomial basis construction modules for multidimensional approximation.
- A predefined Smolyak sparse grid for efficient state-space approximation.
- A shock simulation file (epsi.mat) enabling reproducible stochastic simulations and performance comparisons.
提供机构：
CORA.Repositori de Dades de Recerca
创建时间：
2026-02-17
