naffe15 / BVAR_Links
Empirical macro toolbox
☆142Updated last month
Alternatives and similar repositories for BVAR_
Users that are interested in BVAR_ are comparing it to the libraries listed below
Sorting:
- Code for the Spring 2023 NBER heterogeneous-agent macro workshop☆114Updated last year
- Lectures and conference materials for the DSE2023 at the University of Lausanne, Switzerland☆157Updated 2 years ago
- ☆109Updated 8 years ago
- Collection of puzzles in macroeconomics☆115Updated 4 years ago
- Interactive guide to Fernández-Villaverde, Hurtado, and Nuño (2019): "Financial Frictions and the Wealth Distribution".☆94Updated 5 years ago
- ☆48Updated 5 years ago
- Macroeconomic modelling database (MMB) replication files archive☆53Updated last year
- Code for the Spring 2022 heterogeneous-agent macro workshop☆104Updated 3 years ago
- PhD level course on advanved macro models dealing with agent heterogeneity.☆65Updated 4 years ago
- Simulation study of Local Projections, VARs, and related estimators☆45Updated 9 months ago
- ☆52Updated 4 years ago
- Northwestern PhD class on macroeconomics with heterogeneity, particularly household heterogeneity and HANK models☆40Updated 7 months 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
- Lecture and conference materials for the DSE2024 at University of Wisconsin-Madison☆66Updated last year
- Replication of Heterogeneous Agent New Keynesian (HANK) model in MATLAB☆40Updated 5 years ago
- Codes that use the VFI Toolkit to replicate existing papers☆46Updated 7 months ago
- Matlab package for learning to specify, compute, and estimate dynamic discrete choice models☆49Updated 2 years ago
- Course notes for the first half of ECON-GA 1025 – Macroeconomic Theory I, Fall Semester 2018☆59Updated 7 years ago
- A graduate course on Computational Macroeconomics☆90Updated 4 months ago
- Code to Implement the Algorithm in "Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivativ…☆38Updated 6 years ago
- ☆69Updated 3 years ago
- Inference in SVMA models identified by external instruments/proxies☆14Updated 2 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆36Updated 2 years ago
- Estimation of heterogeneous agent models using both macro and micro data☆37Updated 2 years ago
- Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)☆88Updated 3 years ago
- Collection of published papers that estimate dynamic programming models☆35Updated 3 years ago
- Numerical analysis code and notes for EC 702☆30Updated 8 years ago
- Solution and estimation of Markov Switching Rational Expectations / DSGE Models☆119Updated 6 years ago
- Course on solving heterogenous agent models☆46Updated this week
- Ambrogio Cesa-Bianchi's VAR Toolbox☆136Updated 6 months ago