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REPLICATION: Aiyagari (1994)

Solve basic aiyagari model using the Endogenous Grid Method in C. The note is available here: www.a-gaillard.com.

Two methods:

  1. Iteration on the Euler Equation
  2. Iteration on the Value function

Do not hesitate to contact me: alexandre.gaillard[at]tse-fr.eu

Website: www.a-gaillard.com

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Soving the basic Aiyagari (1994) model in C in few 0.1 seconds with 100000 grid points using the Endogenous Grid Method + Parallel computing.

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