Sherry-Xu / Deep-Switching-State-Space-Model
Deep Switching State Space Model
☆14Updated this week
Alternatives and similar repositories for Deep-Switching-State-Space-Model:
Users that are interested in Deep-Switching-State-Space-Model are comparing it to the libraries listed below
- Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.☆11Updated 4 years ago
- Solution of Dynamic Incomplete Information Models☆11Updated last year
- Course website for Quantitative Methods for Monetary Economics☆10Updated 5 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆14Updated 6 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 7 years ago
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆12Updated 7 years ago
- Intro to DSGE models using Python and Dynare☆12Updated 4 years ago
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆10Updated 5 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated 2 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Updated 3 years ago
- Solving models with numerical methods (economics)☆11Updated last year
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Updated 4 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Updated 9 years ago
- Gradually build up a life-cycle model☆18Updated this week
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆19Updated 2 years ago
- ☆16Updated 3 years ago
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆20Updated 5 years ago
- Replication of FRBNY DSGE model in IRIS☆8Updated 6 years ago
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆11Updated 3 years ago
- ☆11Updated 4 years ago
- Slides for teaching numerical methods in quantitative macroeconomics☆13Updated 3 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆11Updated last year
- Generalized empirical likelihood and generalized method of moments estimators for Python☆11Updated 7 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆18Updated 4 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
- Barcelona GSE Macroeconometrics Summer School 2018 courses☆13Updated 6 years ago
- Markov-Switching State-Space Models☆13Updated last year
- ☆15Updated 3 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆14Updated 2 years ago
- Pseudospectral Methods for Continuous-Time Heterogeneous-Agent Models☆12Updated 8 months ago