FRBNY-DSGE / rstarBrookings2017View external linksLinks
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
☆35Jul 17, 2024Updated last year
Alternatives and similar repositories for rstarBrookings2017
Users that are interested in rstarBrookings2017 are comparing it to the libraries listed below
Sorting:
- ☆19Mar 21, 2019Updated 6 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆13Jan 23, 2024Updated 2 years ago
- This code solves the Krusell-Smith model in two ways: Perturbation and MIT shock. More details on the model and the solution approach can…☆43Nov 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…☆28Aug 14, 2020Updated 5 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Sep 4, 2019Updated 6 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 9 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
- Mixed Frequency State Space toolbox☆17Jan 29, 2024Updated 2 years ago
- ☆16Oct 20, 2021Updated 4 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 years ago
- Empirical macro toolbox☆145Nov 26, 2025Updated 2 months ago
- Solution and estimation of Markov Switching Rational Expectations / DSGE Models☆122Sep 19, 2019Updated 6 years ago
- Simulation study of Local Projections, VARs, and related estimators☆49Feb 15, 2025Updated last year
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆20Aug 21, 2025Updated 5 months ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Jun 4, 2020Updated 5 years ago
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆11Jan 2, 2023Updated 3 years ago
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆46Sep 26, 2023Updated 2 years ago
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆10Apr 8, 2022Updated 3 years ago
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆22Jun 4, 2025Updated 8 months 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
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆16Jan 30, 2025Updated last year
- ☆12Apr 16, 2021Updated 4 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
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆23Aug 12, 2022Updated 3 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Sep 25, 2019Updated 6 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- Inference in SVMA models identified by external instruments/proxies☆16Dec 21, 2022Updated 3 years ago
- Introduction to Structural VAR models☆12Feb 21, 2020Updated 5 years ago
- Computational macro exercises from 2nd year☆11Apr 6, 2019Updated 6 years ago
- Materials for the mini-course on deep learning and macro-finance.☆22Jul 1, 2024Updated last year
- Pricing the Term Structure with Linear Regressions☆43Feb 4, 2018Updated 8 years ago
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆38May 5, 2020Updated 5 years ago
- Nowcasting☆229Sep 26, 2019Updated 6 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
- [IrisToolbox] for Macroeconomic Modeling☆97Apr 17, 2024Updated last year
- 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
- Workshop on scientific computing for economists with Python and Julia☆18Aug 9, 2016Updated 9 years ago
- Bias corrected estimates of variance components in two fixed effects models as described in Kline, Saggio and Sølvsten (2020)☆30Oct 17, 2024Updated last year