A set of MATLAB and OCTAVE programs for the statistical analysis of linear time series using mainly state space methods
☆13Oct 19, 2025Updated 4 months ago
Alternatives and similar repositories for ssmmatlab
Users that are interested in ssmmatlab are comparing it to the libraries listed below
Sorting:
- Functions and scripts associated with the book Microdata and MATLAB (Adams, Clarke, Quinn)☆17Apr 6, 2018Updated 7 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Sep 4, 2019Updated 6 years ago
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Jan 11, 2018Updated 8 years ago
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆10Jun 11, 2019Updated 6 years ago
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆11Nov 17, 2019Updated 6 years ago
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆11Apr 8, 2022Updated 3 years ago
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Apr 19, 2021Updated 4 years ago
- Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.☆12Jun 24, 2020Updated 5 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 courses☆14Jul 3, 2018Updated 7 years ago
- A MATLAB toolbox for exporting publication quality figures☆13Nov 10, 2016Updated 9 years ago
- ☆12Apr 19, 2021Updated 4 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- Introduction to Structural VAR models☆12Feb 21, 2020Updated 6 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆15Dec 21, 2021Updated 4 years ago
- This repository replicates the figures from the 3rd edition of the book "Recursive Macroeconomic Theory" by Lars Ljungqvist and Thomas J.…☆12Feb 9, 2016Updated 10 years ago
- Deep Switching State Space Model☆18May 4, 2025Updated 10 months ago
- Code for Vector Quantile Regression (Carlier, Chernozhukov, Galichon, Annals of Statistics, 2016)☆16Sep 2, 2021Updated 4 years ago
- Workshop on scientific computing for economists with Python and Julia☆18Aug 9, 2016Updated 9 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆15Jun 28, 2018Updated 7 years ago
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆15Mar 21, 2021Updated 4 years ago
- Dynare Summer School 2018 material☆15Jun 22, 2018Updated 7 years ago
- Macroeconomic Foundations for Asset Prices, an undergrad course at NYU☆15Dec 16, 2015Updated 10 years ago
- Programs for Optimal Transport Methods in Economics☆35Nov 24, 2019Updated 6 years ago
- Measuring the Market Risk Premium☆18Jun 6, 2022Updated 3 years ago
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"☆18Aug 14, 2019Updated 6 years ago
- Mixed Frequency State Space toolbox☆17Jan 29, 2024Updated 2 years ago
- ☆16Oct 20, 2021Updated 4 years ago
- Python DSGE models, Euler Equation, Math review (matrix, calc), Cash advance model☆12Feb 11, 2021Updated 5 years ago
- LaTeX Templates for theses and beamer presentations☆18Oct 15, 2024Updated last year
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Jan 28, 2021Updated 5 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Jun 4, 2020Updated 5 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆21Aug 21, 2025Updated 6 months ago
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆22Aug 31, 2022Updated 3 years ago
- ☆19Mar 21, 2019Updated 6 years ago
- Simple life cycle model following Costa Dias and O'Dea☆18Mar 4, 2024Updated last year
- Python code for Bayesian Conditional Cointegration☆18May 28, 2017Updated 8 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Sep 2, 2018Updated 7 years ago
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆22Jun 4, 2025Updated 8 months ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆14Aug 10, 2017Updated 8 years ago