FRBNY-DSGE / Replication-of-Online-Estimation-of-DSGE-ModelsLinks
☆16Updated 3 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:
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Updated 7 years ago
- 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 7 years ago
- Simple life cycle model following Costa Dias and O'Dea☆17Updated last year
- Demonstration of the Reiter method for solving models with heterogeneous agents and aggregate shocks in general equilibrium. Solves a sim…☆11Updated 7 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆15Updated 8 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Updated 5 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆16Updated 3 years ago
- Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …☆10Updated 4 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Updated 6 years ago
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Updated 4 years ago
- Python DSGE models, Euler Equation, Math review (matrix, calc), Cash advance model☆12Updated 4 years ago
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆19Updated 11 months ago
- ☆12Updated 4 years ago
- Gradually build up a life-cycle model☆21Updated 3 months ago
- Solving models with numerical methods (economics)☆12Updated 2 years ago
- Some Examples using VFItoolkit-matlab☆32Updated last week
- ☆12Updated 4 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
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆13Updated 7 months 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 4 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆33Updated 2 years ago
- Numerical analysis code and notes for EC 702☆30Updated 8 years ago
- This repository replicates the figures from the 3rd edition of the book "Recursive Macroeconomic Theory" by Lars Ljungqvist and Thomas J.…☆13Updated 9 years ago
- LP and VAR inference under potential misspecification☆12Updated last year
- This repository contains the code for the paper Aggregating Heterogeneous-Agent Models with Permanent Income Shocks by Karl Harmenberg.☆16Updated 4 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
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Updated 3 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…☆11Updated 9 years ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Updated 5 years ago