This repository replicates the figures from the 3rd edition of the book "Recursive Macroeconomic Theory" by Lars Ljungqvist and Thomas J. Sargent.
☆12Feb 9, 2016Updated 10 years ago
Alternatives and similar repositories for RecMacroTheoryFigures
Users that are interested in RecMacroTheoryFigures are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Code and teaching material for "Modeling with Julia -- with an Application to the New York Fed DSGE", a workshop at CEF 2017☆24Sep 12, 2022Updated 4 years ago
- Code for Economic Dynamics, Theory and Computation☆54Apr 21, 2025Updated last year
- Solves and simulates the Hugget JECD (1993) Economy☆12Nov 29, 2021Updated 4 years ago
- This repository solves the Aiyagari model with aggregate uncertainty☆30Feb 29, 2024Updated 2 years ago
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆29Aug 14, 2020Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Macroeconomic Foundations for Asset Prices, an undergrad course at NYU☆16Dec 16, 2015Updated 10 years ago
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"☆30Aug 14, 2019Updated 7 years ago
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆11Apr 8, 2022Updated 4 years ago
- Functions and scripts associated with the book Microdata and MATLAB (Adams, Clarke, Quinn)☆16Apr 6, 2018Updated 8 years ago
- Accurately solving the Diamond-Mortenson-Pissarides model of labor-market search☆19Feb 14, 2026Updated 8 months ago
- Dynare Summer School 2018 material☆15Jun 22, 2018Updated 8 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆25Aug 12, 2022Updated 4 years ago
- Demonstration of the Reiter method for solving models with heterogeneous agents and aggregate shocks in general equilibrium. Solves a sim…☆10Oct 19, 2017Updated 8 years ago
- PhD 403: Empirical Asset Pricing☆26Dec 3, 2018Updated 7 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- A Matlab Toolkit for Macroeconomic Models using Value Function Iteration☆106Updated this week
- Codes that use the VFI Toolkit to replicate existing papers☆46Oct 3, 2026Updated last week
- ☆18Sep 4, 2024Updated 2 years ago
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆40May 5, 2020Updated 6 years ago
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Apr 19, 2021Updated 5 years ago
- ☆19Mar 21, 2019Updated 7 years ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Feb 19, 2020Updated 6 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 9 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Sep 2, 2018Updated 8 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆14Jul 25, 2019Updated 7 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 courses☆14Jul 3, 2018Updated 8 years ago
- Some Examples using VFItoolkit-matlab☆34Sep 30, 2026Updated 2 weeks ago
- A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…☆11Aug 11, 2026Updated 2 months ago
- Workshop on scientific computing for economists with Python and Julia☆18Aug 9, 2016Updated 10 years ago
- ☆17Oct 20, 2021Updated 4 years 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…☆42Nov 20, 2020Updated 5 years ago
- Code to solve exercises from Adda and Cooper's "Dynamic Economics" book☆17Jul 3, 2020Updated 6 years ago
- Code for Vector Quantile Regression (Carlier, Chernozhukov, Galichon, Annals of Statistics, 2016)☆17Sep 2, 2021Updated 5 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Economic modeling in Julia☆59Oct 13, 2025Updated last year
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆24Sep 25, 2019Updated 7 years ago
- Solve Aiyagari Model in Continuous Time☆30Oct 22, 2018Updated 7 years ago
- Matlab code for Chebyshev interpolation, including Smolyak algorithm☆17Dec 9, 2014Updated 11 years ago
- Teaching materials from DSE2019 summer school at Chicago Booth☆38Nov 3, 2019Updated 6 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆18Jun 4, 2020Updated 6 years ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆69May 15, 2025Updated last year