NormannR / BayesianEstimationDSGEModelsLinks
Julia codes for the Bayesian estimation of a 3-equation New Keynesian DSGE model
☆10Updated 6 years ago
Alternatives and similar repositories for BayesianEstimationDSGEModels
Users that are interested in BayesianEstimationDSGEModels are comparing it to the libraries listed below
Sorting:
- This repository solves the Aiyagari model with aggregate uncertainty☆31Updated last year
- Sample Codes for the Course "Computations and Quantitative Models in Macro" by Alex Monge at the EUI, Florence☆11Updated 3 years ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Updated 5 years ago
- Estimation of heterogeneous agent models using both macro and micro data☆37Updated 2 years ago
- ☆35Updated 5 years ago
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆28Updated 5 years ago
- Code for "Fiscal and Monetary Policy with Heterogeneous Agents" (Auclert, Rognlie, Straub 2025)☆42Updated 7 months ago
- ☆32Updated 2 years ago
- Training material to help solve Heterogeneous agent New Keynesian (HANK) models in Julia using the Sequence Space Jacobian method (Aucler…☆21Updated last year
- ☆29Updated 4 months ago
- ☆18Updated last year
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆15Updated 8 years ago
- Jupyter Notebook examples of the ConSav package☆28Updated last year
- ☆69Updated 3 years ago
- Code to Implement the Algorithm in "Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivativ…☆38Updated 6 years ago
- Codes that use the VFI Toolkit to replicate existing papers☆46Updated 7 months ago
- Numerical analysis code and notes for EC 702☆30Updated 8 years ago
- Julia Codes for EC741 at Boston University☆14Updated 11 months ago
- ☆37Updated 2 years ago
- Replication of Heterogeneous Agent New Keynesian (HANK) model in MATLAB☆40Updated 5 years ago
- ☆33Updated last year
- Computation lab☆16Updated 4 months 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…☆43Updated 5 years ago
- ☆52Updated 4 years ago
- A collection of Dynare models☆22Updated 5 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆13Updated last year
- Code for the Goethe Heterogeneous-Agent Macro Workshop, June 2024☆35Updated last year
- Course on solving heterogenous agent models☆46Updated this week
- Continuous-Time Sequence Space Jacobian Code for "Some Pleasant Sequence-Space Arithmetic in Continuous Time"☆18Updated 5 months ago
- Code for "The Intertemporal Keynesian Cross" (Auclert, Rognlie, Straub JPE 2024)☆12Updated 11 months ago