☆16Oct 20, 2021Updated 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Jun 4, 2020Updated 5 years ago
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆11Apr 8, 2022Updated 3 years ago
- ☆13Apr 16, 2021Updated 4 years ago
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Apr 19, 2021Updated 4 years ago
- Code and teaching material for "Modeling with Julia -- with an Application to the New York Fed DSGE", a workshop at CEF 2017☆24Sep 12, 2022Updated 3 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Dynare Summer School 2018 material☆15Jun 22, 2018Updated 7 years ago
- Analysis of the household consumption response to the Covid-19 crisis and the CAREs Act response☆20Jan 17, 2026Updated 2 months ago
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆17Jan 30, 2025Updated last year
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Jan 11, 2018Updated 8 years ago
- This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their d…☆28Oct 12, 2021Updated 4 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆17Aug 1, 2022Updated 3 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆13Jan 23, 2024Updated 2 years ago
- This repository replicates the figures from the 3rd edition of the book "Recursive Macroeconomic Theory" by Lars Ljungqvist and Thomas J.…☆12Feb 9, 2016Updated 10 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Package implementing common state-space routines.☆86Updated this week
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆14Aug 10, 2017Updated 8 years ago
- Code and teaching material for "Macroeconomic Modeling with Julia", a workshop given for the IADB at the Central Bank of Argentina in 201…☆12Aug 14, 2019Updated 6 years ago
- Mixed Frequency State Space toolbox☆17Jan 29, 2024Updated 2 years ago
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆28Aug 14, 2020Updated 5 years ago
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆14Apr 17, 2021Updated 4 years ago
- Course materials for Zurich Initiative for Computational Economics (ZICE) 2014☆32Feb 5, 2014Updated 12 years ago
- Course on Macroeconometrics (graduate level)☆59Apr 8, 2022Updated 3 years ago
- Macroeconomic Foundations for Asset Prices, an undergrad course at NYU☆15Dec 16, 2015Updated 10 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- This repository contains the material I use to teach the TA sections for the first-year PhD Macroeconomics course at Boston University (E…☆29Dec 5, 2020Updated 5 years ago
- Repository hosing the carbon policy shocks identified in Känzig (2023)☆14Mar 7, 2026Updated 3 weeks ago
- Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)☆95Apr 8, 2022Updated 3 years ago
- Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"☆31May 4, 2016Updated 9 years ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆37Oct 30, 2025Updated 5 months ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆35Jul 17, 2024Updated last year
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆22Aug 31, 2022Updated 3 years ago
- Solve Aiyagari Model in Continuous Time☆29Oct 22, 2018Updated 7 years ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆32Jan 3, 2026Updated 2 months ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- ☆20Mar 21, 2019Updated 7 years ago
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆22Jun 4, 2025Updated 9 months ago
- ☆10Jan 25, 2018Updated 8 years ago
- Linearize dynamic economic models around their stochastic steady state☆11Oct 13, 2022Updated 3 years ago
- Replication of Heterogeneous Agent New Keynesian (HANK) model in MATLAB☆42Aug 10, 2020Updated 5 years ago
- Macroeconomic modelling database (MMB) replication files archive☆56Aug 13, 2024Updated last year
- ☆17Oct 5, 2023Updated 2 years ago