J-Kahn / estimating-dynamic-corporateLinks
Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"
☆23Updated 7 years ago
Alternatives and similar repositories for estimating-dynamic-corporate
Users that are interested in estimating-dynamic-corporate are comparing it to the libraries listed below
Sorting:
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Updated 5 years ago
- Materials for the mini-course on deep learning and macro-finance.☆21Updated 11 months ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆37Updated 2 years ago
- ☆12Updated last year
- Repository containing vintages of oil supply news shock data☆11Updated 2 weeks ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆18Updated 5 years ago
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆28Updated 4 years ago
- Gradually build up a life-cycle model☆19Updated last week
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated last week
- Teaching materials from DSE2019 summer school at Chicago Booth☆38Updated 5 years ago
- This repository contains the code for the paper Aggregating Heterogeneous-Agent Models with Permanent Income Shocks by Karl Harmenberg.☆17Updated 3 years ago
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆19Updated 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
- ☆12Updated last year
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆20Updated 2 years ago
- Code to reproduce aspects of "The Consumption Response to Trade Shocks: Evidence from the US-China Trade War"☆28Updated 5 years ago
- MACS 40200 (Winter 2019): Structural Estimation☆25Updated 6 years ago
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆41Updated last year
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆21Updated 2 years ago
- ☆15Updated 10 months ago
- Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …☆11Updated 4 years ago
- Repository for the Advanced Macroeconomics II course of Western University☆28Updated 2 years ago
- LP and VAR inference under potential misspecification☆11Updated 10 months ago
- Estimation of heterogeneous agent models using both macro and micro data☆35Updated 2 years ago
- Inference in SVMA models identified by external instruments/proxies☆12Updated 2 years ago
- Pseudospectral Methods for Continuous-Time Heterogeneous-Agent Models☆13Updated 9 months ago
- ☆27Updated 11 months ago
- HAT: Heterogeneous Agent Trade☆24Updated this week
- Barcelona GSE Macroeconometrics Summer School 2018 course☆21Updated 6 years ago
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Updated 7 years ago