DynareJulia / Dynare.jl
A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.
☆95Updated this week
Related projects ⓘ
Alternatives and complementary repositories for Dynare.jl
- Macros and functions to work with DSGE models.☆98Updated this week
- Simulated Method of Moments for Julia☆79Updated 5 months ago
- A Julia package to solve, simulate, and analyze nonlinear DSGE models.☆81Updated 3 weeks ago
- ☆22Updated 2 months ago
- Julia version of https://github.com/fediskhakov/dcegm☆19Updated 2 years ago
- ☆10Updated 2 months ago
- Economic modeling in Julia☆58Updated last week
- GPU + OpenCL Value Function Iteration for Macro Models☆16Updated 6 years ago
- ☆46Updated last year
- Sequential Monte Carlo algorithm for approximation of posterior distributions.☆71Updated 2 months ago
- ☆14Updated last year
- ☆24Updated 6 years ago
- ☆36Updated 4 years ago
- Stata-like toolkit for data wrangling on Julia DataFrames☆51Updated 8 months ago
- Quickly assemble data from the Panel Study of Income Dynamics (PSID)☆25Updated last month
- ☆13Updated last week
- WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians☆16Updated 10 months ago
- Local projection methods for impulse response estimation☆20Updated 6 months ago
- Econometrics in Julia☆69Updated 9 months ago
- julia implementation of Smooth Local Projections (SLP)☆14Updated 4 months ago
- A suite of Julia packages for difference-in-differences☆38Updated 7 months ago
- Time-aware lags and leads in panel data.☆17Updated 11 months ago
- Code for the Krusell--Smith model☆30Updated 5 years ago
- GDSGE: A Toolbox for Solving Global DSGE Models☆26Updated 7 months ago
- Julia package for data manipulation and analysis☆48Updated this week
- Julia versions of the CompEcon routines by Miranda and Fackler.☆47Updated 2 years ago
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆37Updated last year
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆33Updated 4 years ago
- Vector autoregressive model in Julia☆32Updated 2 years ago