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GitHub topics: dsge

gusamarante/dsgepy

Calibrate, estimate and analyze linearized DSGE models.

Language: Jupyter Notebook - Size: 4.62 MB - Last synced at: 3 days ago - Pushed at: 3 days ago - Stars: 34 - Forks: 23

thorek1/MacroModelling.jl

Macros and functions to work with DSGE models.

Language: Julia - Size: 18.5 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 113 - Forks: 18

tholden/dynareOBC

A toolkit for implementing occasionally binding constraints in Dynare.

Language: MATLAB - Size: 143 MB - Last synced at: about 1 month ago - Pushed at: 12 months ago - Stars: 49 - Forks: 37

wmutschl/identification-note

Replication files for "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models"

Language: AMPL - Size: 7.06 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 4 - Forks: 8

kthohr/BMR

Bayesian Macroeconometrics in R

Language: C++ - Size: 971 KB - Last synced at: about 1 month ago - Pushed at: almost 3 years ago - Stars: 88 - Forks: 57

FRBNY-DSGE/DSGE.jl

Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)

Language: Julia - Size: 2.46 GB - Last synced at: 3 months ago - Pushed at: 4 months ago - Stars: 877 - Forks: 226

loganhotz/pynare

dynare, but python

Language: Python - Size: 3.75 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 2 - Forks: 1

wmutschl/Quantitative-Macroeconomics

Course on Quantitative Macroeconomics (Master/PhD level)

Language: TeX - Size: 1.34 MB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 42 - Forks: 17

kthohr/bmlib

Bayesian Macroeconometrics C++ Library

Language: C++ - Size: 566 KB - Last synced at: about 1 month ago - Pushed at: almost 7 years ago - Stars: 7 - Forks: 11

PSLmodels/DSGE.jl

This is a mirror of https://github.com/FRBNY-DSGE/DSGE.jl

Language: Julia - Size: 2.46 GB - Last synced at: 7 days ago - Pushed at: over 3 years ago - Stars: 3 - Forks: 1

wmutschl/ReplicationDSGENonlinearIdentification

Replication code for checking identification in nonlinear pruned DSGE models with Gaussian or Student's t distributed errors

Language: MATLAB - Size: 113 MB - Last synced at: about 1 year ago - Pushed at: about 3 years ago - Stars: 3 - Forks: 10

wmutschl/macroeconometrics

Course on Macroeconometrics (graduate level)

Language: Matlab - Size: 162 MB - Last synced at: about 1 year ago - Pushed at: about 3 years ago - Stars: 49 - Forks: 42

wmutschl/dsge

Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)

Language: MATLAB - Size: 235 MB - Last synced at: about 1 year ago - Pushed at: about 3 years ago - Stars: 70 - Forks: 41

bachmeil/handbook

Code, data, and additional materials for our chapter in the Handbook of Energy Economics

Language: R - Size: 379 KB - Last synced at: over 1 year ago - Pushed at: about 4 years ago - Stars: 4 - Forks: 3

fcbarbi/dsge

Notes on Dynamic Stochastic General Equilibrium models

Language: AMPL - Size: 24.4 KB - Last synced at: almost 2 years ago - Pushed at: almost 8 years ago - Stars: 8 - Forks: 6

houtanb/aimad

Automatic Differentiation Applied to the Likelihood Function for Dynamic General Equilibrium Models

Language: Fortran - Size: 2.11 MB - Last synced at: almost 2 years ago - Pushed at: almost 8 years ago - Stars: 1 - Forks: 1

iskakovs/dsge

DSGE model of Kazakhstan

Language: MATLAB - Size: 1.95 KB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0

wmutschl/ReplicationDSGEHOS

Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics

Language: MATLAB - Size: 1.37 MB - Last synced at: about 1 year ago - Pushed at: about 3 years ago - Stars: 10 - Forks: 12

wenddymacro/-julia-

量化宏观及julia应用

Language: Jupyter Notebook - Size: 24.7 MB - Last synced at: almost 2 years ago - Pushed at: about 2 years ago - Stars: 31 - Forks: 9

chenwilliam77/RiskAdjustedLinearizations.jl

Linearize dynamic economic models around their stochastic steady state

Language: Julia - Size: 4.69 MB - Last synced at: 4 months ago - Pushed at: over 2 years ago - Stars: 10 - Forks: 3

joseortega31/MacroLoss

Bayesian Estimation of Loss Aversion in Regime-Switching DSGE

Size: 638 KB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0

dayanara846/DSGE-Modeling

Dynamic Stochastic Generalized Equilibrium (DSGE) model, estimated with data from Puerto Rico and operating under the mechanisms of a Real Business Cycle (RBC) model.

Language: Stata - Size: 48.4 MB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0

saduineveld/CSD_toolbox

Perturbation toolbox to solve DSGE models with Matlab

Language: MATLAB - Size: 1.06 MB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 2 - Forks: 2

murattasdemir/ECON546_2018 Fork of jlperla/ECON546_2018

Fork of Computational Macro course by Jesse Perla

Size: 15.1 MB - Last synced at: about 2 years ago - Pushed at: about 7 years ago - Stars: 0 - Forks: 0

marcoyel21/dsge_genero

Este repositorio contiene los elementos de una investigación sobre género y modelos económicos de equilibrio general dinámico.

Language: TeX - Size: 1.02 MB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0

lucabrugnolini/DsgeSolves.jl

Solving simple DSGE models in Julia

Language: Julia - Size: 20.5 KB - Last synced at: about 2 years ago - Pushed at: almost 7 years ago - Stars: 1 - Forks: 1

Related Keywords
dsge 26 macroeconomics 10 dsge-models 8 economics 5 macroeconometrics 4 julia 4 perturbation 4 graduate-course 3 teaching 3 dynare 3 matlab 3 svar 2 autocovariogram 2 bispectrum 2 bispectrum-computation 2 gaussian 2 higher-order-statistics 2 kurtosis 2 nonlinear 2 power-spectrum 2 pruning 2 skewness 2 spectral-density-estimates 2 t-distribution 2 trispectrum 2 trispectrum-computation 2 exercises 2 solutions 2 teaching-materials 2 solution 2 rbc-model 2 perturbation-methods 2 bayesian-inference 2 dynamical-systems 2 c-plus-plus 2 bvar 2 identification 2 affine-approximation 1 macroeco 1 dynamic-programming 1 nonlinear-estimation 1 gmm 1 maximum-likelihood 1 fortran 1 automatic-differentiation 1 survey 1 oil 1 energy 1 code 1 models 1 master 1 macrofinance 1 difference-equations 1 stochastic-steady-state 1 bayesian-methods 1 regime-switching 1 computational-economics 1 dynamic-macroeconomics 1 fork 1 numerical-methods 1 gender 1 markdown 1 linear 1 methods 1 non-linear 1 projection 1 statistical-models 1 r 1 quantitative-macro-models 1 quantitative-macroeconomics 1 dsgevar 1 svar-models 1 bayesian 1 cpp 1 cpp11 1 mcmc 1 psl-cataloged 1 bmr 1 bayesian-macroeconometrics 1 weak-identification 1 theoretical-identification-analysis 1 replication-files 1 output-gap 1 observables 1 model-scenarios 1 local-identification 1 linearized-dsge-models 1 investment-adjustment-costs 1 occasionally-binding-constraints 1 obc 1 econometrics 1 linear-complementarity-problem 1 optimal-control 1 implicit-differentiation 1 estimation 1 exams 1