Citation and References

This is the collection of citations that I deemed to be essential in building this set of codes. We stand on the shoulders of giants, but unfortunately, citing all giants become impossible quickly. I tried my best to give an attribution to

  • the introduction of the idea, or
  • if “common knowledge” now: the clearest description of the idea [1] with some weight on accessibility. [2]

and each section has descriptions on relevant papers. Please report if I attributed some ideas to the wrong people (for the introduction of idea citation).

Citing This Toolbox

You can cite this toolbox with the bib-entry

@misc{ahn2018mfgtoolbox,
author={Ahn, SeHyoun},
title={Mean Field Games Toolbox (Version 0.1) [Computer Software]},
url={https://github.com/sehyoun/Mean_Field_Games_Toolbox},
year={2017-2018},
}

after updating version numbers [Ahn, 2017-2018]

References

[Ahn, 2017-2018]SeHyoun Ahn. Mean field games toolbox (version 0.1) [computer software]. 2017-2018. URL: https://github.com/sehyoun/Mean_Field_Games_Toolbox.
[Ahn et al., 2017]SeHyoun Ahn, Greg Kaplan, Benjamin Moll, Thomas Winberry, and Christian Wolf. When inequality matters for macro and macro matters for inequality. In NBER Macroeconomics Annual 2017, volume 32. University of Chicago Press, 2017.
[Domke, 2009]Justin Domke. Automatic differentiation: the most criminally underused tool in the potential machine learning toolbox? 2009. Online; accessed 2012. URL: https://justindomke.wordpress.com/2009/02/17/automatic-differentiation-the-most-criminally-underused-tool-in-the-potential-machine-learning-toolbox/.
[Freund, 2003]Roland W Freund. Model reduction methods based on krylov subspaces. Acta Numerica, 12:267–319, 2003.
[Kaplan et al., 2016]Greg Kaplan, Benjamin Moll, and Giovanni L Violante. Monetary policy according to hank. Technical Report, National Bureau of Economic Research, 2016.
[Rall, 1981]Louis B Rall. Automatic differentiation: Techniques and applications. Springer, 1981.
[Reiter, 2009]Michael Reiter. Solving heterogeneous-agent models by projection and perturbation. Journal of Economic Dynamics and Control, 33(3):649–665, 2009.
[Reiter, 2010]Michael Reiter. Approximate and almost-exact aggregation in dynamic stochastic heterogeneous-agent models. Technical Report, Reihe Ökonomie/Economics Series, Institut für Höhere Studien (IHS), 2010.

Footnotes

[1]Disclaimer: It is impossible not to be biased in one’s opinion of clarity, and I have not read all papers in everything I have used. Hence, it should be read as “where SeHyoun learned the ideas from.”
[2]I considered non-open-access journal articles with author’s copy of the paper on author’s webpage as “accessible.”