Solution to model of Gertler and Kiyotaki (AER, 2015)
☆11Aug 2, 2017Updated 9 years ago
Alternatives and similar repositories for gertlerKiyotaki2015
Users that are interested in gertlerKiyotaki2015 are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆18Jun 4, 2020Updated 6 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆15Dec 21, 2021Updated 4 years ago
- Collection of linear & nonlinear (Kalman) Filters for economic models☆11Jul 11, 2024Updated 2 years ago
- FDPE Field course in fall 2018☆10Sep 11, 2018Updated 8 years ago
- Demonstration of the Reiter method for solving models with heterogeneous agents and aggregate shocks in general equilibrium. Solves a sim…☆10Oct 19, 2017Updated 9 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆14Jun 1, 2021Updated 5 years ago
- Code and teaching material for "Macroeconomic Modeling with Julia", a workshop given for the IADB at the Central Bank of Argentina in 201…☆12Aug 14, 2019Updated 7 years ago
- Matlab implementation of "Iterated Cumulative Sum of Squares for retrospective detection of changes of variance"☆11Aug 20, 2013Updated 13 years ago
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Aug 9, 2017Updated 9 years ago
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"☆18Aug 14, 2019Updated 7 years ago
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"☆30Aug 14, 2019Updated 7 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆14Aug 10, 2017Updated 9 years ago
- Reiter Julia code☆18Mar 28, 2017Updated 9 years ago
- DSGE, Macroeconomic Model, matlab, julia, python, dynare☆53Nov 1, 2019Updated 7 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Solves and simulates the Hugget JECD (1993) Economy☆12Nov 29, 2021Updated 4 years ago
- Dynare .mod files for macroeconomic DSGE models☆19Jul 19, 2026Updated 3 months ago
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆21Aug 31, 2022Updated 4 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Sep 2, 2018Updated 8 years ago
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆11Jun 11, 2019Updated 7 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
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆20Jan 30, 2025Updated last year
- Julia code for solving Khan and Thomas (2008) in continuous time☆11Mar 15, 2017Updated 9 years ago
- Replication of Heterogeneous Agent New Keynesian (HANK) model in MATLAB☆41Aug 10, 2020Updated 6 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆18Sep 30, 2026Updated last month
- 基于AI机器学习的A股量化交易策略 超过3%收益☆11Oct 27, 2025Updated last year
- 基于聚宽量化平台构建机器学习多因子选股策略，采用 LightGBM 模型对股票未来收益进行预测。 策略框架通过 Pipeline 实现数据清洗、特征工程、模型训练与回测的自动化，并在性能下降时自动触发模型重训。☆13Oct 15, 2025Updated last year
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆11Apr 8, 2022Updated 4 years ago
- Numerical analysis code and notes for EC 702☆30Apr 12, 2017Updated 9 years ago
- Computational macro exercises from 2nd year☆11Apr 6, 2019Updated 7 years ago
- Solve Aiyagari Model in Continuous Time☆30Oct 22, 2018Updated 8 years ago
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆14Jan 11, 2018Updated 8 years ago
- Describes and solves some simple HACT models in Julia. The notes and code is modified and translated from Benjamin Moll's notes and code…☆11Jun 2, 2016Updated 10 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- User-written MATLAB code/solutions for the chapter exercises in Microeconometrics and MATLAB: An Introduction by Adams, Clarke and Quinn …☆15Mar 19, 2018Updated 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
- Parallel computation of sovereign default model☆18Oct 26, 2021Updated 5 years ago
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Apr 19, 2021Updated 5 years ago
- A MATLAB toolbox for exporting publication quality figures☆13Nov 10, 2016Updated 9 years ago
- Code to accompany the paper "Pricing Uncertainty Induced by Climate Change"☆18Dec 17, 2021Updated 4 years ago
- Code for Vector Quantile Regression (Carlier, Chernozhukov, Galichon, Annals of Statistics, 2016)☆17Sep 2, 2021Updated 5 years ago