Python DSGE models, Euler Equation, Math review (matrix, calc), Cash advance model
☆12Feb 11, 2021Updated 5 years ago
Alternatives and similar repositories for DSGE_models
Users that are interested in DSGE_models are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Dynare Summer School 2018 material☆15Jun 22, 2018Updated 7 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Jun 4, 2020Updated 5 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Sep 2, 2018Updated 7 years ago
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Aug 9, 2017Updated 8 years ago
- Julia codes for the Bayesian estimation of a 3-equation New Keynesian DSGE model☆10Jan 31, 2019Updated 7 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆14Aug 10, 2017Updated 8 years ago
- DSGE, Macroeconomic Model, matlab, julia, python, dynare☆50Nov 1, 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
- Dynare .mod files for macroeconomic DSGE models☆17Mar 5, 2026Updated 2 weeks ago
- Barcelona GSE Macroeconometrics Summer School 2018 courses☆14Jul 3, 2018Updated 7 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Sep 4, 2019Updated 6 years ago
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆22Aug 31, 2022Updated 3 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆15Jun 28, 2018Updated 7 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆15Dec 21, 2021Updated 4 years ago
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆15Jun 1, 2021Updated 4 years ago
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆27Jan 25, 2018Updated 8 years ago
- ☆20Mar 21, 2019Updated 7 years ago
- Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.☆12Jun 24, 2020Updated 5 years ago
- Calibrate, estimate and analyze linearized DSGE models.☆35May 10, 2025Updated 10 months ago
- A collection of Dynare models☆29Aug 24, 2020Updated 5 years ago
- Course on GMM, Indirect Inference and Bootstrap for Economists (graduate level)☆13Apr 8, 2022Updated 3 years ago
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"☆30Aug 14, 2019Updated 6 years ago
- Univariate and multivariate time series forecasting, with uncertainty quantification (Python & R)☆13Dec 20, 2025Updated 3 months ago
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆11Jan 2, 2023Updated 3 years ago
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"☆18Aug 14, 2019Updated 6 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 5 years ago
- ☆12Dec 3, 2021Updated 4 years ago
- Library for easily working with economic models in Python☆13Feb 26, 2026Updated 3 weeks ago
- A repository that houses example code, applications and teaching material related to QuantEcon☆11Aug 9, 2018Updated 7 years ago
- Pseudospectral Methods for Continuous-Time Heterogeneous-Agent Models☆12Aug 27, 2024Updated last year
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Feb 19, 2020Updated 6 years ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Jan 28, 2021Updated 5 years ago
- RBC Model Jupyter Notebook☆10Feb 27, 2019Updated 7 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆30May 23, 2023Updated 2 years ago
- Integrate_Stata_R_with_External Editors (Sublime Text 3, Notepad++, Visual Studio Code)☆18Jul 16, 2025Updated 8 months ago
- Python Programming Code for Dynamic Stochastic General Equilibrium Modeling☆44Jul 15, 2021Updated 4 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Sep 25, 2019Updated 6 years ago
- Reiter Julia code☆18Mar 28, 2017Updated 8 years ago