Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andrea Tambalotti, presented at Brookings in March 2017
☆36Sep 1, 2026Updated 2 months ago
Alternatives and similar repositories for rstarBrookings2017
Users that are interested in rstarBrookings2017 are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This code solves the Krusell-Smith model in two ways: Perturbation and MIT shock. More details on the model and the solution approach can…☆42Nov 20, 2020Updated 5 years ago
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆29Aug 14, 2020Updated 6 years ago
- A toolkit for implementing occasionally binding constraints in Dynare.☆49May 27, 2024Updated 2 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 7 years ago
- ☆19Mar 21, 2019Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Solution and estimation of Markov Switching Rational Expectations / DSGE Models☆124Sep 29, 2026Updated last month
- [IrisToolbox] for Macroeconomic Modeling☆99Apr 17, 2024Updated 2 years ago
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆23Sep 20, 2023Updated 3 years ago
- Code for Chinn, M. D., Meunier, B., Stumpner, S. (2023). "Nowcasting World Trade with Machine Learning: a Three-Step Approach", NBER Work…☆13Dec 9, 2025Updated 10 months 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 4 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 5 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆13Jan 23, 2024Updated 2 years ago
- Mixed Frequency State Space toolbox☆17Jan 29, 2024Updated 2 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆25Aug 12, 2022Updated 4 years 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.
- Automatic Differentiation Package for MATLAB☆47May 28, 2024Updated 2 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 9 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
- Simulation study of Local Projections, VARs, and related estimators☆53Feb 15, 2025Updated last year
- Empirical macro toolbox☆161Oct 31, 2026Updated last week
- Build custom model types for estimation.☆13Sep 17, 2026Updated last month
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Apr 19, 2021Updated 5 years ago
- ☆17Oct 20, 2021Updated 5 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 10 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆21Aug 21, 2025Updated last year
- ☆13Apr 16, 2021Updated 5 years ago
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆48Sep 26, 2023Updated 3 years ago
- Simple life cycle model following Costa Dias and O'Dea☆18Mar 4, 2024Updated 2 years ago
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆30Aug 25, 2022Updated 4 years ago
- Package implementing common state-space routines.☆90Oct 30, 2026Updated last week
- Materials for the mini-course on deep learning and macro-finance.☆22Jul 1, 2024Updated 2 years ago
- Workshop on scientific computing for economists with Python and Julia☆18Aug 9, 2016Updated 10 years ago
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆11Apr 8, 2022Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆40May 5, 2020Updated 6 years ago
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆14Jun 1, 2021Updated 5 years ago
- Example codes for the SIAM Journal on Scientific Computing (SISC) paper "High-Dimensional Dynamic Stochastic Model Representation"☆23Dec 4, 2023Updated 2 years ago
- Nowcasting☆236Sep 26, 2019Updated 7 years ago
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆23Jun 4, 2025Updated last year
- A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…☆11Aug 11, 2026Updated 2 months ago
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆33Sep 9, 2020Updated 6 years ago