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econ.GN2021
DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks
Jiequn Han, Yucheng Yang, Weinan E
An efficient, reliable, and interpretable global solution method, the Deep learning-based algorithm for Heterogeneous Agent Models (DeepHAM), is proposed for solving high dimension…
econ.GN2020★ 1 cited
The Knowledge Graph for Macroeconomic Analysis with Alternative Big Data
Yucheng Yang, Yue Pang, Guanhua Huang +1
The current knowledge system of macroeconomics is built on interactions among a small number of variables, since traditional macroeconomic models can mostly handle a handful of inp…