Data & Code

CountyPlus

CountyPlus is an open-source panel dataset that covers 3000+ U.S. counties from 2003 to 2019. It consists of 100+ variables, including demographic, geographic, household balance sheet, local economy indicators. Specially, this dataset estimates household consumption, measure of local financial friction, and measure of local nominal friction (Downward Nominal Wage Rigidity).

(Version 0.0.2 is available now! Newly added 04-19 identified net worth shock and spatial weight matrices)

AdaptiveSG.jl

This package provides object-oriented API to define, train, evaluate and adapt multi-linear Adaptive Sparse Grid (ASG) interpolations. It can be used to solve high-dimensional discrete/continuous time models; perform high-dimensional non-parametric estimations; and help with other high-dimensional numerical exercises.

ConstrainedSimplexSearch.jl

This repository implements the Constrained Simplex Search algorithm which is generalized from the unconstrained Nelder-Mead search method. It handles generic non-linear equality and inequality constraints using penalty which guides the simplex to move towards the admissible space. This package provides a robust solver for high-dimensional quantitative macroeconomic models where: 1. endogeneous constraints are imposed; 2. boundary bindingness are important; 3. High-dimensional numerical approximations are oscilliating.