vcurdia / VC-BayesianEstimationLinks
Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.
☆11Updated 5 years ago
Alternatives and similar repositories for VC-BayesianEstimation
Users that are interested in VC-BayesianEstimation are comparing it to the libraries listed below
Sorting:
- 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)☆13Updated 7 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆15Updated 7 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆21Updated 7 years ago
- TVP VAR Workshop☆15Updated 5 years ago
- Python DSGE models, Euler Equation, Math review (matrix, calc), Cash advance model☆12Updated 4 years ago
- Introduction to Structural VAR models☆12Updated 5 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Updated 6 years ago
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆11Updated 2 years ago
- DSGE, Macroeconomic Model, matlab, julia, python, dynare☆47Updated 6 years ago
- ☆14Updated 9 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆23Updated 3 years ago
- Demonstration of the Reiter method for solving models with heterogeneous agents and aggregate shocks in general equilibrium. Solves a sim…☆11Updated 8 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Updated 5 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…☆29Updated 5 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆17Updated 3 years ago
- Building up from a simple OLG☆10Updated 6 months ago
- ☆16Updated 4 years ago
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆14Updated 4 years ago
- LP and VAR inference under potential misspecification☆15Updated last month
- Solving models with numerical methods (economics)☆13Updated 2 years ago
- Gradually build up a life-cycle model☆22Updated 7 months ago
- Some Examples using VFItoolkit-matlab☆33Updated 3 weeks ago
- Simple life cycle model following Costa Dias and O'Dea☆18Updated last year
- Dynare .mod files for macroeconomic DSGE models☆14Updated last year
- Inference in SVMA models identified by external instruments/proxies☆14Updated 3 years ago
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Updated 8 years ago
- Dynamic Programming and Computational Economics☆13Updated 2 years ago
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆11Updated 6 years ago
- Dynare Summer School 2018 material☆15Updated 7 years ago