Sample code for limited commitment model


I am looking for a sample code on limited commitment model.
I could not mange to find one in the internet, except some Fortran code, which I have zero knowledge.

Does anyone have any idea?

Thank you,

This is on GitHub (but without a license, as far as I can see). It originates in a Summer school. Probably it is best to start with the lecture notes and only then see where the code (in MATLAB) fits in. (I am not familiar with the manuscript, so I cannot assess its quality.)

If you have specific questions about the Fortran code, you could try to post them. I - time permitting - or others can then see if they can help. It may even be that you - without knowing Fortran - can still observe from the code how it could be translated into your language of choice.

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Thanks for the link @Janssens. It’s really useful material.

It would be great to get some of this material translated and posted on QE. I’ll get in touch with Antonio to see what he thinks.

@sunflower2010 Can you be more specific?

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Does Pavoni, Sleet & Messner generalize Marcet and Marimon’s approach for limited commitment problems?
That’d also be good to have code on.

@amrods As far as I understand, it does.

@Shunsuke-Hori Do you have any interest in creating a Julia implementation of their code?

I honestly know little about limited commitment model.

I took a look at Pavoni, Sleet & Messner’s code and it does not seem so complicated. If anyone wants to implement it in julia, I would be able to help.

@Shunsuke-Hori: Thanks for your comment. QuantEcon could support you for RA work on a casual basis if you were willing to implement their code in Julia.