eph / dsge
simple dsge stuff in python
☆13Updated 6 months ago
Alternatives and similar repositories for dsge:
Users that are interested in dsge are comparing it to the libraries listed below
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆36Updated 2 years ago
- Intro to DSGE models using Python and Dynare☆12Updated 4 years ago
- Analysis of the household consumption response to the Covid-19 crisis and the CAREs Act response☆20Updated last year
- Dynamic Programming and Computational Economics☆12Updated last year
- Financial Econometrics module (MSc level)☆20Updated 3 years ago
- ☆12Updated last year
- Big Data Applications in Finance module (MSc level)☆15Updated 3 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Updated 5 years ago
- A collection of tools for working with DSGE models in python, inspired by the R package gEcon☆29Updated 3 weeks ago
- Examples for Econ 712, Fall 2013☆16Updated 5 years ago
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆36Updated 4 years ago
- Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"☆23Updated 7 years ago
- R package for Bayesian Vector Autoregression☆32Updated 4 years ago
- A python implementation of McCracken & Ng (2017) Matlab code which is used to estimate factor models and make predictions on the basis of…☆12Updated 5 years ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated last week
- Barcelona GSE Macroeconometrics Summer School 2018 course☆21Updated 6 years ago
- Resources for a PhD class module focused on anomalies.☆14Updated 10 months ago
- LP and VAR inference under potential misspecification☆11Updated 8 months ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆59Updated 2 months ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆14Updated 6 years ago
- Library for solving consumption-saving models☆22Updated 6 months ago
- Macro with Python☆54Updated 3 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆30Updated 2 years ago
- Teaching materials from DSE2019 summer school at Chicago Booth☆38Updated 5 years ago
- Introduction to Structural VAR models☆11Updated 5 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆18Updated 4 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated 2 years ago
- MACS 40200 (Winter 2019): Structural Estimation☆25Updated 6 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 7 years ago
- Materials for Empirical Methods for Applied Microeconomics PhD course.☆27Updated 3 years ago