is-solver /

Filename Size Date modified Message
Eigen
awslauncher
bench
blas
cmake
compstatic_base
cstools
data
debug
demos
doc
failtest
impulser
indep_sim
lapack
minimalEigenExample
optim_test
partial_derivative
scatters
scripts
siman_solve
smm
test
test_csv_parse
unsupported
webface
15.0 KB
1.5 KB
35.1 KB
7.7 KB
540 B
741 B
2.3 KB
9.5 KB
39.4 KB
1.3 KB
2.5 KB
783 B
1.6 KB
233 B
364 B
382 B
10.7 KB
3.8 KB
1.5 KB
28.9 KB
19.4 KB
1.7 KB
3.1 KB
72.8 KB
26.9 KB
25.1 KB
16.0 KB
51.5 KB
52.4 KB
70.5 KB
159.2 KB
82.6 KB
1.1 KB

is-solver

This is the readme for is-solver, a dynamic program solver which solves a my particular dynamic program. Particularly, it solves my capital structure model with permanent and transitory shocks.

Note

See my website, <www.econsteve.com>;, for more documentation.

Theory

The theory of this is mainly inspired by several papers.

  1. DeAngelo, DeAngelo, and Whited 2011 - this describes the adjustment-cost based models of capital structure
  2. Strebulaev and Gorbenko 2011 - this describes permanent and transitory shocks in a different sort of capital structure model

Code

The code for this project is mainly based on the solve*.cpp files. The project depends on Eigen.