Ecosyste.ms: Repos

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GitHub topics: dsge-models

RJDennis/SolveDSGE.jl

A Julia package to solve, simulate, and analyze nonlinear DSGE models.

Language: Julia - Size: 1.39 MB - Last synced: 6 days ago - Pushed: 7 days ago - Stars: 76 - Forks: 23

manuelbieri/Greenwood_1993

Implements the RBC model of Greenwood et al. (1993)

Language: AMPL - Size: 15 MB - Last synced: 12 days ago - Pushed: 12 days ago - Stars: 2 - Forks: 0

DynareJulia/Dynare.jl

A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.

Language: Julia - Size: 2.86 MB - Last synced: 12 days ago - Pushed: about 1 month ago - Stars: 80 - Forks: 17

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: 27 days ago - Pushed: about 2 years ago - Stars: 3 - Forks: 10

wmutschl/identification-note

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

Language: MATLAB - Size: 8.4 GB - Last synced: 27 days ago - Pushed: about 2 years ago - Stars: 3 - Forks: 7

wmutschl/macroeconometrics

Course on Macroeconometrics (graduate level)

Language: Matlab - Size: 162 MB - Last synced: 27 days ago - Pushed: about 2 years ago - Stars: 49 - Forks: 42

gusamarante/dsgepy

Calibrate, estimate and analyze linearized DSGE models.

Language: Jupyter Notebook - Size: 4.54 MB - Last synced: 23 days ago - Pushed: 11 months ago - Stars: 25 - Forks: 16

wmutschl/Quantitative-Macroeconomics

Course on Quantitative Macroeconomics (Master/PhD level)

Language: TeX - Size: 1.42 MB - Last synced: 27 days ago - Pushed: 3 months ago - Stars: 37 - Forks: 14

wmutschl/dsge

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

Language: MATLAB - Size: 235 MB - Last synced: 27 days ago - Pushed: about 2 years ago - Stars: 70 - Forks: 41

phantomachine/soerisky

Estimated Bayesian Small Open Economics DSGE model with Stochastic Volatility in Structural Shock Processes

Size: 6.14 MB - Last synced: 2 months ago - Pushed: almost 7 years ago - Stars: 0 - Forks: 0

loganhotz/pynare

dynare, but python

Language: Python - Size: 3.74 MB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 2 - Forks: 0

jeromeromano00/Numerical_Method_for_economists_DSGE_model_Python

This is the code for my final examination in the "Numerical Methods for Economists" course. I solved a Real Business Cycle model using both manual and automatic approaches.

Language: Jupyter Notebook - Size: 638 KB - Last synced: 7 months ago - Pushed: 7 months 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: 27 days ago - Pushed: about 2 years ago - Stars: 10 - Forks: 12

steliostsiaras/Financial-Frictions-Course

This is a PhD course on financial frictions in macroeconomic models. This repository includes all the materials taught and is constantly updated

Language: MATLAB - Size: 118 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 54 - Forks: 31

Mac-Tj-NY/Uhlig_Toolkit_in_Python

SIMPLE TOOLKIT for COMPUTATIONAL ANALYSIS: An abbreviated translation into Python of Harald Uhlig's "Analyzing Nonlinear Dynamic Stochastic Models Easily." Solved examples and simulations of macroeconomic models.

Language: Jupyter Notebook - Size: 35.5 MB - Last synced: about 1 year ago - Pushed: over 4 years ago - Stars: 3 - Forks: 3

alexcarrascom/Linear-DSGE-models

Methods for solving and estimating linear rational expectation models.

Language: Matlab - Size: 1.37 MB - Last synced: about 1 year ago - Pushed: over 6 years ago - Stars: 3 - Forks: 4

camilomrch/Replications

A selection of my replications of papers in macroeconomics

Language: AMPL - Size: 28.3 KB - Last synced: about 1 year ago - Pushed: almost 4 years ago - Stars: 5 - Forks: 5

camilomrch/Code

Code and programs by Camilo Marchesini

Language: R - Size: 1.06 MB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 4 - Forks: 10

MCHatcher/Rational-expectations-solutions-structural-change

Rational expectations solutions under structural change (Hatcher 2022, JEDC)

Language: MATLAB - Size: 508 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 1 - Forks: 1

stepan-a/dsge-bayesian-estimation-sc

Slides for the Dynare's Summer School

Language: TeX - Size: 1.73 MB - Last synced: about 1 year ago - Pushed: almost 6 years ago - Stars: 1 - Forks: 4

stepan-a/scalone-2017

Comments on "Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound" by Valerio Scalone (June 2017)

Language: TeX - Size: 421 KB - Last synced: about 1 year ago - Pushed: almost 7 years ago - Stars: 0 - Forks: 0