gusamarante / dsgepy
Calibrate, estimate and analyze linearized DSGE models.
☆34Updated 3 weeks ago
Alternatives and similar repositories for dsgepy:
Users that are interested in dsgepy are comparing it to the libraries listed below
- Big Data Applications in Finance module (MSc level)☆15Updated 3 years ago
- Macro with Python☆54Updated 3 years ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆59Updated 2 months ago
- RBC Model Jupyter Notebook☆10Updated 6 years ago
- Modeling Macroeconomics with Deep Reinforcement Learning☆11Updated 5 years ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆23Updated this week
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆40Updated 3 weeks ago
- ☆18Updated 6 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
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆14Updated last year
- A curated list of Vector Autoregression resources☆55Updated last year
- Key: time series analysis, forecasting of GDP growth, macroeconomic, Kalman-filtering techniques, and a dynamic factor model.☆11Updated 4 years ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆35Updated 5 years ago
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆25Updated last year
- Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)☆80Updated 3 years ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago
- Resources for a PhD class module focused on anomalies.☆14Updated 10 months ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆105Updated 3 months 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☆14Updated 4 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆44Updated last year
- Advanced Financial Econometrics - Trinity Term 2020☆28Updated 4 years ago
- R package for Bayesian Vector Autoregression☆30Updated 4 years ago
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆32Updated 4 months ago
- Python Programming Code for Dynamic Stochastic General Equilibrium Modeling☆41Updated 3 years ago
- Python modules for time-series analysis and empirical asset pricing.☆17Updated 4 years ago
- Jupyter notebooks authored by Richard Evans☆47Updated 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…☆11Updated 5 years ago
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 7 years ago
- Replication Code for Identifying Price Informativeness☆13Updated 4 years ago
- 2018-2019 Quantitative Macroeconomics, UAB☆72Updated 6 years ago