wmutschl / ReplicationDSGEHOS
Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
☆11Updated 2 years ago
Alternatives and similar repositories for ReplicationDSGEHOS:
Users that are interested in ReplicationDSGEHOS are comparing it to the libraries listed below
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆12Updated 3 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Updated 5 years ago
- Solving models with numerical methods (economics)☆11Updated last year
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 7 years ago
- ☆15Updated 3 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆13Updated 2 years ago
- Dynare Summer School 2018 material☆15Updated 6 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
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆16Updated 4 years ago
- Intro to DSGE models using Python and Dynare☆12Updated 3 years ago
- Demonstration of the Reiter method for solving models with heterogeneous agents and aggregate shocks in general equilibrium. Solves a sim…☆11Updated 7 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆11Updated 11 months ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated last year
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Updated 6 years ago
- Dynare: a platform for handling a wide class of economic models☆14Updated 6 years ago
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆18Updated 2 years ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆12Updated 4 years ago
- A set of routines that solve models with occasionally binding constraints using Dynare☆9Updated 3 years ago
- Introduction to Structural VAR models☆10Updated 4 years ago
- Paul Söderlind's finance/econ codes☆17Updated 2 months ago
- Simple life cycle model following Costa Dias and O'Dea☆16Updated 10 months ago
- A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…☆9Updated 7 months ago
- This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…☆13Updated 6 years ago
- This repository contains the code for the paper Aggregating Heterogeneous-Agent Models with Permanent Income Shocks by Karl Harmenberg.☆17Updated 3 years ago
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆17Updated 2 years ago
- Repository for introductory training materials for overlapping generations modeling☆13Updated 2 months ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆14Updated 6 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆21Updated 5 years ago
- This repository replicates the figures from the 3rd edition of the book "Recursive Macroeconomic Theory" by Lars Ljungqvist and Thomas J.…☆11Updated 8 years ago