Replication package for "Estimating Heterogeneous Agent Models with Neural Networks"
by Hanno Kase, Leonardo Melosi and Matthias Rottner.

Two licenses apply.

1. Code (all *.py and *.sh files, and the estimating_hank_nn library): MIT License.

   Copyright (c) 2026 Hanno Kase, Leonardo Melosi and Matthias Rottner

   Permission is hereby granted, free of charge, to any person obtaining a copy of this
   software and associated documentation files (the "Software"), to deal in the Software
   without restriction, including without limitation the rights to use, copy, modify, merge,
   publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons
   to whom the Software is furnished to do so, subject to the following conditions:

   The above copyright notice and this permission notice shall be included in all copies or
   substantial portions of the Software.

   THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED,
   INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR
   PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE
   FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR
   OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER
   DEALINGS IN THE SOFTWARE.

2. Data and generated outputs (the CSV files under */data/ and everything under */outputs/:
   figures, tables, logs, trained networks and particle-filter checkpoints): Creative Commons
   Attribution 4.0 International License (CC BY 4.0),
   https://creativecommons.org/licenses/by/4.0/.

   The US data files are built from public sources: series of the U.S. Bureau of Economic
   Analysis, the U.S. Bureau of Labor Statistics and the Board of Governors of the Federal
   Reserve System retrieved from FRED / ALFRED (Federal Reserve Bank of St. Louis), which are
   in the public domain, and the Wu-Xia shadow federal funds rate published by the Federal
   Reserve Bank of Atlanta, which is freely available for research use. Their sources are
   cited in README.pdf and in the paper.
