goutham-fin / MacroFinanceLinks
☆15Updated 4 years ago
Alternatives and similar repositories for MacroFinance
Users that are interested in MacroFinance are comparing it to the libraries listed below
Sorting:
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 7 years ago
- Gradually build up a life-cycle model☆21Updated 2 months ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Updated 3 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated 2 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Updated 5 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Updated 5 years ago
- Simple life cycle model following Costa Dias and O'Dea☆17Updated last year
- Solving models with numerical methods (economics)☆12Updated 2 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆12Updated last year
- Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"☆23Updated 8 years ago
- This repository contains the code for the paper Aggregating Heterogeneous-Agent Models with Permanent Income Shocks by Karl Harmenberg.☆16Updated 3 years ago
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆28Updated 4 years ago
- Empirical Finance Course (PhD, Julia code)☆36Updated 8 months ago
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆12Updated 4 years ago
- Materials for the mini-course on deep learning and macro-finance.☆22Updated last year
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆24Updated 2 years ago
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆41Updated last year
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Updated 5 years ago
- Financial Econometrics (MSc, Julia code)☆66Updated last week
- ☆31Updated 2 years ago
- Repository for the Advanced Macroeconomics II course of Western University☆28Updated 2 years ago
- ☆12Updated last year
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆37Updated 4 years ago
- Julia code for solving Khan and Thomas (2008) in continuous time☆8Updated 8 years ago
- Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …☆11Updated 4 years ago
- ☆16Updated 3 years ago
- ☆15Updated last year
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆19Updated 9 months ago
- Code for replication of working paper version of The Art of Temporal Approximation☆12Updated last year
- LP and VAR inference under potential misspecification☆11Updated last year