christophe-gouel / RECSLinks
A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models
☆20Updated 2 years ago
Alternatives and similar repositories for RECS
Users that are interested in RECS are comparing it to the libraries listed below
Sorting:
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆19Updated 10 months ago
- Simple life cycle model following Costa Dias and O'Dea☆17Updated last year
- Solving models with numerical methods (economics)☆12Updated 2 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Updated 5 years ago
- Replication codes for Afrouzi and Yang (2019): "Dynamic Rational Inattention and the Phillips Curve"☆8Updated last year
- Demonstration of the Reiter method for solving models with heterogeneous agents and aggregate shocks in general equilibrium. Solves a sim…☆11Updated 7 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Updated 5 years ago
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆12Updated 4 years ago
- CompEcon is a set of MATLAB functions for solving a variety of problems in economics and finance. The library functions include rootfindi…☆32Updated 7 years ago
- Julia code for solving Khan and Thomas (2008) in continuous time☆8Updated 8 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 7 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆16Updated 3 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Updated 5 years ago
- Intro to DSGE models using Python and Dynare☆12Updated 4 years ago
- Introduction to Structural VAR models☆12Updated 5 years ago
- Reiter Julia code☆18Updated 8 years ago
- ☆16Updated 3 years ago
- Some Examples using VFItoolkit-matlab☆31Updated last month
- Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …☆11Updated 4 years ago
- Vector autoregressive model in Julia☆36Updated 3 years ago
- Computational macro exercises from 2nd year☆11Updated 6 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Updated 6 years ago
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆36Updated 5 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆15Updated 7 years ago
- Analysis of the household consumption response to the Covid-19 crisis and the CAREs Act response☆20Updated last month
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆41Updated last year
- Describes and solves some simple HACT models in Julia. The notes and code is modified and translated from Benjamin Moll's notes and code…☆11Updated 9 years ago
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Updated 4 years ago
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Updated 8 years ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Updated 5 years ago