gusamarante / dsgepyLinks
Calibrate, estimate and analyze linearized DSGE models.
☆35Updated 6 months ago
Alternatives and similar repositories for dsgepy
Users that are interested in dsgepy are comparing it to the libraries listed below
Sorting:
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆38Updated 4 years ago
- Big Data Applications in Finance module (MSc level)☆16Updated 4 years ago
- Macro with Python☆54Updated 4 years ago
- RBC Model Jupyter Notebook☆10Updated 6 years ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆61Updated 6 months ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆25Updated 5 months ago
- Materials for the mini-course on deep learning and macro-finance.☆22Updated last year
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆48Updated 4 months ago
- 2018-2019 Quantitative Macroeconomics, UAB☆77Updated 6 years ago
- Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)☆91Updated 3 years ago
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆15Updated 10 months ago
- Modeling Macroeconomics with Deep Reinforcement Learning☆12Updated 6 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆125Updated 11 months ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆38Updated 3 years ago
- Course on Quantitative Macroeconomics (Master/PhD level)☆71Updated 9 months ago
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆27Updated 2 years ago
- Course on Macroeconometrics (graduate level)☆60Updated 3 years ago
- Course Website on Macroeconomic Analysis with Machine Learning and Big Data☆132Updated last year
- R package for Bayesian Vector Autoregression☆31Updated 5 years ago
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆16Updated 2 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆35Updated last year
- ☆19Updated 6 years ago
- Python Programming Code for Dynamic Stochastic General Equilibrium Modeling☆41Updated 4 years ago
- Resources for a PhD class module focused on anomalies.☆17Updated last year
- Financial Econometrics module (MSc level)☆22Updated 4 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆60Updated 2 years ago
- This is a PhD course on financial frictions in macroeconomic models. This repository includes all the materials taught and is constantly …☆80Updated 3 years ago
- Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard☆84Updated 4 years ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆53Updated last year
- Jupyter notebooks illustrating solutions to computational macroeconomic problems☆16Updated 4 years ago