Matlab Particle Filtering and Smoothing Example Code
☆45Dec 31, 2023Updated 2 years ago
Alternatives and similar repositories for Particle_Filtering
Users that are interested in Particle_Filtering are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- MATLAB implementation of standard particle filter, auxiliary particle filter, mixture particle filter, and out-of-sequence particle filte…☆36Sep 27, 2026Updated last month
- Particle filter-based lane tracking Matlab code☆15Aug 9, 2019Updated 7 years ago
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Apr 19, 2021Updated 5 years ago
- Demonstration of the Reiter method for solving models with heterogeneous agents and aggregate shocks in general equilibrium. Solves a sim…☆10Oct 19, 2017Updated 9 years ago
- Measuring the Market Risk Premium☆19Mar 30, 2026Updated 7 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.
- Phase diagrams from the paper "Resolving New Keynesian Anomalies with Wealth in the Utility Function"☆11May 28, 2025Updated last year
- Estimation-algorithms includes MATLAB functions for the EKF, UKF, Particle Filter, and their computationally efficient variants.☆39Jan 4, 2024Updated 2 years ago
- Dynare .mod files for macroeconomic DSGE models☆19Jul 19, 2026Updated 3 months ago
- Code for "The Trickling Up of Excess Savings" (Auclert, Rognlie, Straub 2023)☆13Feb 27, 2023Updated 3 years ago
- Code for "The Intertemporal Keynesian Cross" (Auclert, Rognlie, Straub JPE 2024)☆15Dec 11, 2024Updated last year
- Replication code for "A Model of the Fed's View on Inflation".☆10Jul 30, 2022Updated 4 years ago
- state estimation for UAV, variational Bayesian adaptive Kalman filter, state augmentation.☆13May 7, 2022Updated 4 years ago
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆30Aug 25, 2022Updated 4 years ago
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"☆30Aug 14, 2019Updated 7 years 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.
- Replications and Explorations Made using the ARK☆25Updated this week
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆36Sep 1, 2026Updated 2 months ago
- Code for "Fiscal and Monetary Policy with Heterogeneous Agents" (Auclert, Rognlie, Straub 2025)☆56Apr 12, 2025Updated last year
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆24Sep 25, 2019Updated 7 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆14Aug 10, 2017Updated 9 years ago
- Matlab implementation of "Iterated Cumulative Sum of Squares for retrospective detection of changes of variance"☆11Aug 20, 2013Updated 13 years ago
- ☆19Mar 21, 2019Updated 7 years ago
- ☆73Oct 12, 2022Updated 4 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
- 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.
- Northwestern PhD class on macroeconomics with heterogeneity, particularly household heterogeneity and HANK models☆53Mar 29, 2025Updated last year
- Matlab code for Chebyshev interpolation, including Smolyak algorithm☆17Dec 9, 2014Updated 11 years ago
- Code for the Spring 2023 NBER heterogeneous-agent macro workshop☆117Mar 29, 2024Updated 2 years ago
- Solves and simulates the Hugget JECD (1993) Economy☆12Nov 29, 2021Updated 4 years ago
- Bayesian methods for time series analysis with code in Julia☆15Aug 14, 2023Updated 3 years ago
- Code for Economic Dynamics, Theory and Computation☆54Apr 21, 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
- A toolkit for implementing occasionally binding constraints in Dynare.☆49May 27, 2024Updated 2 years ago
- [IrisToolbox] for Macroeconomic Modeling☆99Apr 17, 2024Updated 2 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ☆112Nov 8, 2017Updated 8 years ago
- A MATLAB library for extended ("double double") precision, giving close to quad precision.☆14Jun 4, 2026Updated 5 months ago
- LPs or VARs? A Primer for Macroeconomists☆32May 22, 2025Updated last year
- This is a collection of Matlab functions that are useful in the development of target tracking algorithms.☆15Sep 3, 2015Updated 11 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆25Aug 12, 2022Updated 4 years ago
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆11Jun 11, 2019Updated 7 years ago
- Macroeconomic modelling database (MMB) replication files archive☆58Aug 13, 2024Updated 2 years ago