vcurdia / VC-BayesianEstimation
Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.
☆11Updated 4 years ago
Alternatives and similar repositories for VC-BayesianEstimation:
Users that are interested in VC-BayesianEstimation are comparing it to the libraries listed below
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Updated 4 years ago
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆11Updated 7 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Updated 5 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆14Updated 6 years ago
- Intro to DSGE models using Python and Dynare☆12Updated 4 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆21Updated 6 years ago
- Matlab code for Chebyshev interpolation, including Smolyak algorithm☆15Updated 10 years ago
- Solution of Dynamic Incomplete Information Models☆11Updated last year
- Demonstration of the Reiter method for solving models with heterogeneous agents and aggregate shocks in general equilibrium. Solves a sim…☆11Updated 7 years ago
- Repository containing vintages of oil supply news shock data☆11Updated 4 months ago
- Gradually build up a life-cycle model☆18Updated last month
- Dynare Summer School 2018 material☆15Updated 6 years ago
- TVP VAR Workshop☆12Updated 5 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆17Updated 7 years ago
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆10Updated 5 years ago
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Updated 7 years ago
- Replication of FRBNY DSGE model in IRIS☆8Updated 6 years ago
- Dynare .mod files for macroeconomic DSGE models☆12Updated 4 months ago
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆20Updated 5 years ago
- Introduction to Structural VAR models☆11Updated 5 years ago
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆11Updated 3 years ago
- ☆11Updated 4 years ago
- Simple life cycle model following Costa Dias and O'Dea☆16Updated last year
- ☆14Updated 8 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆18Updated 4 years ago
- Solving models with numerical methods (economics)☆11Updated last year
- Inference in SVMA models identified by external instruments/proxies☆11Updated 2 years ago
- LP and VAR inference under potential misspecification☆11Updated 8 months ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆14Updated 2 years ago
- Computational macro exercises from 2nd year☆11Updated 6 years ago