jessegrabowski / gEconpy
A collection of tools for working with DSGE models in python, inspired by the R package gEcon
☆29Updated 3 weeks ago
Alternatives and similar repositories for gEconpy:
Users that are interested in gEconpy are comparing it to the libraries listed below
- Empirical Finance Course (PhD, Julia code)☆35Updated 4 months ago
- ☆18Updated 6 years ago
- Jupyter notebooks illustrating solutions to computational macroeconomic problems☆16Updated 3 years ago
- Vector Autoregression augmented with deep learning.☆16Updated last year
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Updated 5 years ago
- Replications and Explorations Made using the ARK☆22Updated 3 weeks ago
- Library for solving consumption-saving models☆22Updated 6 months ago
- ☆39Updated 6 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆32Updated 8 months ago
- Financial Econometrics (MSc, Julia code)☆60Updated 3 weeks ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆59Updated 2 months ago
- Bayesian methods for time series analysis with code in Julia☆14Updated last year
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆36Updated 4 years ago
- Intro to DSGE models using Python and Dynare☆12Updated 4 years ago
- Demonstrations of how to use material in the Econ-ARK☆34Updated 2 weeks ago
- simple dsge stuff in python☆13Updated 6 months ago
- Macro with Python☆54Updated 3 years ago
- Lectures and tutorials for number of courses in economics and statistics.☆18Updated 4 years ago
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 7 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
- Advanced Financial Econometrics - Trinity Term 2020☆28Updated 4 years ago
- Vector autoregressive model in Julia☆35Updated 2 years ago
- A Python inteface to Dynare with access to its workspace.☆20Updated 2 years ago
- Code accompanying the Anatolyev, S. and Baruník, J., (2019). Forecasting dynamic return distributions based on ordered binary choice. Int…☆7Updated 6 years ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago
- Examples for Econ 712, Fall 2013☆16Updated 5 years ago
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆32Updated 4 years ago
- Financial Econometrics module (MSc level)☆20Updated 3 years ago
- A curated list of Vector Autoregression resources☆55Updated last year
- Generalized empirical likelihood and generalized method of moments estimators for Python☆11Updated 7 years ago