anorring / Bayesian-methods-for-DSGE-models
Barcelona GSE Macroeconometrics Summer School 2018 course
☆20Updated 6 years ago
Alternatives and similar repositories for Bayesian-methods-for-DSGE-models:
Users that are interested in Bayesian-methods-for-DSGE-models are comparing it to the libraries listed below
- A set of routines that solve models with occasionally binding constraints using Dynare☆9Updated 3 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆14Updated 6 years ago
- Dynare Summer School 2018 material☆15Updated 6 years ago
- LP and VAR inference under potential misspecification☆9Updated 5 months ago
- Inference in SVMA models identified by external instruments/proxies☆11Updated 2 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆21Updated 2 years ago
- This repository contains the material I use to teach the TA sections for the first-year PhD Macroeconomics course at Boston University (E…☆29Updated 4 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆28Updated 2 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆16Updated 4 years ago
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Updated 7 years ago
- Some Examples using VFItoolkit-matlab☆30Updated 3 months ago
- Intro to DSGE models using Python and Dynare☆12Updated 3 years ago
- Estimation of heterogeneous agent models using both macro and micro data☆35Updated 2 years ago
- ☆11Updated 3 years ago
- Numerical analysis code and notes for EC 702☆25Updated 7 years ago
- Simple life cycle model following Costa Dias and O'Dea☆16Updated 10 months ago
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆26Updated 4 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆17Updated 7 years ago
- Solving models with numerical methods (economics)☆11Updated last year
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆24Updated 4 months ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆21Updated 5 years ago
- Introduction to Structural VAR models☆10Updated 4 years ago
- Gradually build up a life-cycle model☆18Updated last week
- Dynare .mod files for macroeconomic DSGE models☆10Updated last month
- Solves and simulates the Hugget JECD (1993) Economy☆11Updated 3 years ago
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆17Updated 2 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
- ☆12Updated last year
- A toolkit for implementing occasionally binding constraints in Dynare.☆47Updated 7 months ago
- Materials for Empirical Methods for Applied Microeconomics PhD course.☆26Updated 2 years ago