Marchaser / RNN_LSTMLinks
Matlab Mex implementation
☆11Updated 9 years ago
Alternatives and similar repositories for RNN_LSTM
Users that are interested in RNN_LSTM are comparing it to the libraries listed below
Sorting:
- Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.☆11Updated 5 years ago
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆10Updated 6 years ago
- Matlab Particle Filtering and Smoothing Example Code☆45Updated last year
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆20Updated 2 years ago
- Automatic Differentiation Package for MATLAB☆49Updated last year
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Updated 7 years ago
- Solution of Dynamic Incomplete Information Models☆11Updated last year
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆10Updated 3 years ago
- Open-source software for computing the basin stability of multi-stable dynamical systems☆13Updated last year
- Course website for Quantitative Methods for Monetary Economics☆10Updated 5 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 7 years 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
- This repo gather R functions to reproduce analyses on the paper: Hecq,A.,Margaritella,L.,Smeekes,S. (2019), "Granger Causality testing in…☆7Updated 5 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆14Updated 7 years ago
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆11Updated 5 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Updated 3 years ago
- Replication of FRBNY DSGE model in IRIS☆8Updated 7 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Updated 6 years ago
- Repository for MS_Regress, a matlab package for estimation and simulation of markov regime switching models☆52Updated 4 years ago
- Deep Switching State Space Model☆14Updated 2 months ago
- A set of MATLAB and OCTAVE programs for the statistical analysis of linear time series using mainly state space methods☆13Updated 3 months ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated 2 years ago
- Mixed Frequency State Space toolbox☆14Updated last year
- User-written MATLAB code/solutions for the chapter exercises in Microeconometrics and MATLAB: An Introduction by Adams, Clarke and Quinn …☆15Updated 7 years ago
- Code for Vector Quantile Regression (Carlier, Chernozhukov, Galichon, Annals of Statistics, 2016)☆16Updated 3 years ago
- The code for network autoregression model (NAR)☆10Updated 9 years ago
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆12Updated 4 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆12Updated 3 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Updated 5 years ago
- Gradually build up a life-cycle model☆20Updated last month