tkksnk / qmmeView external linksLinks
Course website for Quantitative Methods for Monetary Economics
☆10Sep 4, 2019Updated 6 years ago
Alternatives and similar repositories for qmme
Users that are interested in qmme are comparing it to the libraries listed below
Sorting:
- A toolkit for implementing occasionally binding constraints in Dynare.☆48May 27, 2024Updated last year
- Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.☆12Jun 24, 2020Updated 5 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Sep 25, 2019Updated 6 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆13Dec 21, 2021Updated 4 years ago
- Dynare Summer School 2018 material☆15Jun 22, 2018Updated 7 years ago
- Python DSGE models, Euler Equation, Math review (matrix, calc), Cash advance model☆12Feb 11, 2021Updated 5 years ago
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"☆18Aug 14, 2019Updated 6 years ago
- Solve Aiyagari Model in Continuous Time☆29Oct 22, 2018Updated 7 years ago
- Replications and Explorations Made using the ARK☆24Jan 10, 2026Updated last month
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Jun 4, 2020Updated 5 years ago
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆22Aug 31, 2022Updated 3 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Sep 2, 2018Updated 7 years ago
- A collection of Dynare models☆28Aug 24, 2020Updated 5 years ago
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Jan 11, 2018Updated 8 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 years ago
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆10Jun 11, 2019Updated 6 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
- Solution and estimation of Markov Switching Rational Expectations / DSGE Models☆122Sep 19, 2019Updated 6 years ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆64May 15, 2025Updated 8 months ago
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆26Aug 25, 2022Updated 3 years ago
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆28Aug 14, 2020Updated 5 years ago
- DSGE, Macroeconomic Model, matlab, julia, python, dynare☆49Nov 1, 2019Updated 6 years ago
- Replication of Heterogeneous Agent New Keynesian (HANK) model in MATLAB☆42Aug 10, 2020Updated 5 years ago
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆10Apr 8, 2022Updated 3 years ago
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆27Jan 25, 2018Updated 8 years ago
- This code solves the Krusell-Smith model in two ways: Perturbation and MIT shock. More details on the model and the solution approach can…☆43Nov 20, 2020Updated 5 years ago
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆16Jan 30, 2025Updated last year
- A MATLAB toolbox for exporting publication quality figures☆13Nov 10, 2016Updated 9 years ago
- Solves and simulates the Hugget JECD (1993) Economy☆11Nov 29, 2021Updated 4 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 courses☆14Jul 3, 2018Updated 7 years ago
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Apr 19, 2021Updated 4 years ago
- Solving models with numerical methods (economics)☆13Aug 1, 2023Updated 2 years ago
- Course materials for Zurich Initiative for Computational Economics (ZICE) 2014☆32Feb 5, 2014Updated 12 years ago
- Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)☆91Apr 8, 2022Updated 3 years ago
- Collection of puzzles in macroeconomics☆124Aug 16, 2021Updated 4 years ago
- ☆36Dec 11, 2025Updated 2 months ago
- Dynare .mod files for macroeconomic DSGE models☆15Dec 13, 2024Updated last year
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆13Jan 23, 2024Updated 2 years ago
- User-written MATLAB code/solutions for the chapter exercises in Microeconometrics and MATLAB: An Introduction by Adams, Clarke and Quinn …☆15Mar 19, 2018Updated 7 years ago