FRBNY-DSGE / Replication-of-Online-Estimation-of-DSGE-ModelsLinks
☆16Updated 4 years ago
Alternatives and similar repositories for Replication-of-Online-Estimation-of-DSGE-Models
Users that are interested in Replication-of-Online-Estimation-of-DSGE-Models are comparing it to the libraries listed below
Sorting:
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Updated 5 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 8 years ago
- Simple life cycle model following Costa Dias and O'Dea☆18Updated last year
- Barcelona GSE Macroeconometrics Summer School 2018 course☆21Updated 7 years ago
- Using policy shocks to construct systematic policy rule counterfactuals☆14Updated 2 years ago
- Demonstration of the Reiter method for solving models with heterogeneous agents and aggregate shocks in general equilibrium. Solves a sim…☆11Updated 8 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Updated 6 years ago
- Gradually build up a life-cycle model☆22Updated 7 months ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆17Updated 3 years ago
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆19Updated last year
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆15Updated 8 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Updated 4 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Updated 6 years ago
- Solving models with numerical methods (economics)☆13Updated 2 years ago
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Updated 4 years ago
- Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …☆11Updated 5 years ago
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆28Updated 5 years ago
- Describes and solves some simple HACT models in Julia. The notes and code is modified and translated from Benjamin Moll's notes and code…☆12Updated 9 years ago
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆14Updated 4 years ago
- Some Examples using VFItoolkit-matlab☆33Updated 3 weeks ago
- LP and VAR inference under potential misspecification☆15Updated last month
- This repository contains the code for the paper Aggregating Heterogeneous-Agent Models with Permanent Income Shocks by Karl Harmenberg.☆16Updated 4 years ago
- Python DSGE models, Euler Equation, Math review (matrix, calc), Cash advance model☆12Updated 4 years ago
- ☆12Updated 4 years ago
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆27Updated 3 years ago
- ☆12Updated 4 years ago
- This repository contains the material I use to teach the TA sections for the first-year PhD Macroeconomics course at Boston University (E…☆29Updated 5 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆14Updated last year
- Julia code for solving Khan and Thomas (2008) in continuous time☆11Updated 8 years ago
- ☆19Updated 6 years ago