lucaguerrieri / occbinView external linksLinks
A set of routines that solve models with occasionally binding constraints using Dynare
☆10Apr 19, 2021Updated 4 years ago
Alternatives and similar repositories for occbin
Users that are interested in occbin are comparing it to the libraries listed below
Sorting:
- A toolkit for implementing occasionally binding constraints in Dynare.☆48May 27, 2024Updated last year
- ☆16Oct 20, 2021Updated 4 years ago
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆10Apr 8, 2022Updated 3 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆14Aug 10, 2017Updated 8 years ago
- This repository replicates the figures from the 3rd edition of the book "Recursive Macroeconomic Theory" by Lars Ljungqvist and Thomas J.…☆12Feb 9, 2016Updated 10 years ago
- Dynare Summer School 2018 material☆15Jun 22, 2018Updated 7 years ago
- Macroeconomic Foundations for Asset Prices, an undergrad course at NYU☆15Dec 16, 2015Updated 10 years ago
- Course materials for Zurich Initiative for Computational Economics (ZICE) 2014☆32Feb 5, 2014Updated 12 years ago
- ☆52Dec 8, 2025Updated 2 months ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Jun 4, 2020Updated 5 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Sep 4, 2019Updated 6 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Sep 2, 2018Updated 7 years ago
- Analysis of the household consumption response to the Covid-19 crisis and the CAREs Act response☆20Jan 17, 2026Updated 3 weeks ago
- ☆109Nov 8, 2017Updated 8 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆23Aug 12, 2022Updated 3 years ago
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆11Nov 17, 2019Updated 6 years ago
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆10Jun 11, 2019Updated 6 years ago
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Jan 11, 2018Updated 8 years ago
- Solution and estimation of Markov Switching Rational Expectations / DSGE Models☆122Sep 19, 2019Updated 6 years ago
- This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of eco…☆12Apr 11, 2023Updated 2 years ago
- Replication material for "Optimal Automatic Stabilizers"☆11Aug 9, 2021Updated 4 years ago
- A MATLAB library for extended ("double double") precision, giving close to quad precision.☆13Mar 6, 2025Updated 11 months ago
- This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their d…☆27Oct 12, 2021Updated 4 years ago
- Code and teaching material for "Modeling with Julia -- with an Application to the New York Fed DSGE", a workshop at CEF 2017☆24Sep 12, 2022Updated 3 years ago
- Macroeconomic modelling database (MMB) replication files archive☆54Aug 13, 2024Updated last year
- ☆12Apr 16, 2021Updated 4 years ago
- A MATLAB toolbox for exporting publication quality figures☆13Nov 10, 2016Updated 9 years ago
- Repository containing vintages of oil supply news shock data☆13Dec 15, 2025Updated 2 months ago
- Barcelona GSE Macroeconometrics Summer School 2018 courses☆14Jul 3, 2018Updated 7 years ago
- Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.☆12Jun 24, 2020Updated 5 years ago
- ☆12Apr 19, 2021Updated 4 years ago
- Numerical analysis code and notes for EC 702☆30Apr 12, 2017Updated 8 years ago
- This repository contains the material I use to teach the TA sections for the first-year PhD Macroeconomics course at Boston University (E…☆29Dec 5, 2020Updated 5 years ago
- [IrisToolbox] for Macroeconomic Modeling☆97Apr 17, 2024Updated last year
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆14Jun 1, 2021Updated 4 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆13Dec 21, 2021Updated 4 years ago
- Automatic Differentiation Package for MATLAB☆49May 28, 2024Updated last year
- A Toolkit for Computing Constrained Optimal Policy Projections☆17Aug 1, 2022Updated 3 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago