MATLAB software that solves a multi-country model using the anisotropic version of the Smolyak method, as described in the article "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain" by Kenneth L. Judd, Lilia Maliar, Serguei Maliar and Rafael Valero (2014), Journal of Economic Dynamics and Control, 44, 92–123.
maliars/Anisotropic-Smolyak-method-MATLAB-
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