Published Classic Econometrica Published Sep 2021Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent ModelsAdrien Auclert · Bence Bardóczy · Matthew Rognlie · Ludwig StraubAuclert, Bardóczy, Rognlie, and Straub introduce the "sequence-space Jacobian," a fast algorithm for computing the first-order derivatives of general-equilibrium heterogeneous-agent models with …