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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆20Mar 21, 2019Updated 7 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
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆13Jan 23, 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
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- 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
- Empirical macro toolbox☆148Updated this week
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 10 years ago
- ☆17Oct 20, 2021Updated 4 years ago
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆47Sep 26, 2023Updated 2 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆24Aug 12, 2022Updated 3 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- Mixed Frequency State Space toolbox☆17Jan 29, 2024Updated 2 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆21Aug 21, 2025Updated 9 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆13Apr 16, 2021Updated 5 years ago
- Simulation study of Local Projections, VARs, and related estimators☆51Feb 15, 2025Updated last year
- Solution and estimation of Markov Switching Rational Expectations / DSGE Models☆123Mar 29, 2026Updated 2 months ago
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆11Apr 8, 2022Updated 4 years ago
- Package implementing common state-space routines.☆89Apr 3, 2026Updated last month
- 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
- 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
- Example codes for the SIAM Journal on Scientific Computing (SISC) paper "High-Dimensional Dynamic Stochastic Model Representation"☆23Dec 4, 2023Updated 2 years ago
- Inference in SVMA models identified by external instruments/proxies☆18Dec 21, 2022Updated 3 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.
- Materials for the mini-course on deep learning and macro-finance.☆22Jul 1, 2024Updated last year
- A toolkit for implementing occasionally binding constraints in Dynare.☆48May 27, 2024Updated 2 years ago
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆18Jan 30, 2025Updated last year
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆23Jun 4, 2025Updated 11 months ago
- SVAR toolbox for bayesian VAR estimation and a range of identification methods☆11Feb 16, 2025Updated last year
- Pricing the Term Structure with Linear Regressions☆43Feb 4, 2018Updated 8 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆18Jun 4, 2020Updated 5 years ago
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆39May 5, 2020Updated 6 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Sep 25, 2019Updated 6 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Introduction to Structural VAR models☆13Feb 21, 2020Updated 6 years ago
- Nowcasting☆234Sep 26, 2019Updated 6 years ago
- [IrisToolbox] for Macroeconomic Modeling☆97Apr 17, 2024Updated 2 years ago
- Replications and Explorations Made using the ARK☆24Mar 12, 2026Updated 2 months ago
- Solution of Dynamic Incomplete Information Models☆11Apr 19, 2024Updated 2 years ago
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆33Sep 9, 2020Updated 5 years ago
- Vector autoregressive model in Julia☆39Jun 22, 2022Updated 3 years ago