QuantEcon / book-dp1-public-companion
Dynamic Programming Volume 1
☆110Updated 5 months ago
Related projects: ⓘ
- website for numerical methods course☆74Updated last week
- Companion Site for Economic Networks: Theory and Computation☆94Updated last week
- Macros and functions to work with DSGE models.☆96Updated this week
- A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.☆86Updated this week
- My "Foundations of Computational Economics" course☆84Updated 2 years ago
- Julia Tutorial for Finance and Econometrics Students☆115Updated last month
- A Julia package to solve, simulate, and analyze nonlinear DSGE models.☆79Updated 4 months ago
- Repository for the Advanced Macroeconomics II course of Western University☆20Updated last year
- ☆46Updated last year
- Download Notebooks for julia.quantecon.org☆43Updated 8 months ago
- Website for Dynamic Programming TextBook☆33Updated 5 months ago
- GDSGE: A Toolbox for Solving Global DSGE Models☆25Updated 5 months ago
- Vector autoregressive model in Julia☆32Updated 2 years ago
- Financial Econometrics (MSc, Julia code)☆54Updated 2 months ago
- Julia package for data manipulation and analysis☆43Updated last month
- Lecture source for "Quantitative Economics with Julia"☆53Updated 3 months ago
- Matlab codes for discretizing non-Gaussian Markov processes, based on Farmer & Toda "Discretizing Nonlinear, Non-Gaussian Markov Processe…☆16Updated 11 months ago
- CompEcon is a set of MATLAB functions for solving a variety of problems in economics and finance. The library functions include rootfindi…☆28Updated 6 years ago
- Examples for Econ 712, Fall 2013☆15Updated 4 years ago
- A Package for Solving Dynamic Rational Inattention Problems☆15Updated 3 years ago
- Sequential Monte Carlo algorithm for approximation of posterior distributions.☆70Updated 3 weeks ago
- julia implementation of Smooth Local Projections (SLP)☆13Updated 2 months ago
- Library for solving consumption-saving models☆22Updated 7 months ago
- Codes to accompany the paper "Matlab, Python, Julia: What to Choose in Economics?" by Chase Coleman, Spencer Lyon, Lilia Maliar, and Serg…☆21Updated 5 years ago
- Advanced dynamic programming☆24Updated 10 months ago
- Class Materials for 47-809 Computational Methods for Economics at Carnegie Mellon☆71Updated last year
- math+econ+code masterclass on optimization in economics: optimal transport, demand models, matching models☆35Updated last year
- 'math+econ+code' masterclass on equilibrium transport and matching models in economics☆34Updated last year
- Package implementing common state-space routines.☆86Updated last year
- Empirical Finance Course (PhD, Julia code)☆32Updated 7 months ago