Topic: "dsge-models"
DynareJulia/Dynare.jl
A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.
Language: Julia - Size: 7.24 MB - Last synced at: 3 days ago - Pushed at: 3 days ago - Stars: 115 - Forks: 24
RJDennis/SolveDSGE.jl
A Julia package to solve, simulate, and analyze nonlinear DSGE models.
Language: Julia - Size: 1.27 MB - Last synced at: 20 days ago - Pushed at: 3 months ago - Stars: 84 - Forks: 27
wmutschl/dsge
Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
Language: MATLAB - Size: 235 MB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 70 - Forks: 41
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 at: over 2 years ago - Pushed at: over 3 years ago - Stars: 54 - Forks: 31
wmutschl/macroeconometrics
Course on Macroeconometrics (graduate level)
Language: Matlab - Size: 162 MB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 49 - Forks: 42
wmutschl/Quantitative-Macroeconomics
Course on Quantitative Macroeconomics (Master/PhD level)
Language: TeX - Size: 1.34 MB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 42 - Forks: 17
gusamarante/dsgepy
Calibrate, estimate and analyze linearized DSGE models.
Language: Jupyter Notebook - Size: 4.62 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 34 - Forks: 23
jessegrabowski/gEconpy
A collection of tools for working with DSGE models in python, inspired by the R package gEcon
Language: Python - Size: 145 MB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 30 - Forks: 5
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: over 1 year ago - Pushed at: over 3 years ago - Stars: 10 - Forks: 12
camilomrch/Replications
A selection of my replications of papers in macroeconomics
Language: AMPL - Size: 28.3 KB - Last synced at: over 2 years ago - Pushed at: about 5 years ago - Stars: 5 - Forks: 5
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: 6 months ago - Pushed at: 6 months ago - Stars: 4 - Forks: 8
camilomrch/Code
Code and programs by Camilo Marchesini
Language: R - Size: 1.06 MB - Last synced at: over 2 years ago - Pushed at: almost 4 years ago - Stars: 4 - Forks: 10
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: over 1 year ago - Pushed at: over 3 years ago - Stars: 3 - Forks: 10
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 at: over 2 years ago - Pushed at: almost 6 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 at: over 2 years ago - Pushed at: over 7 years ago - Stars: 3 - Forks: 4
manuelbieri/Greenwood_1993
Implements the RBC model of Greenwood et al. (1993)
Language: AMPL - Size: 15 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 2 - Forks: 0
loganhotz/pynare
dynare, but python
Language: Python - Size: 3.75 MB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 2 - Forks: 1
MCHatcher/NGDP-targeting-tax_burden
Nominal-GDP-targeting-tax-burden (Hatcher and Lyu, 2024)
Language: MATLAB - Size: 1.74 MB - Last synced at: 4 months ago - Pushed at: 10 months ago - Stars: 2 - Forks: 0
AmineOuerfellii/econometron
A modular Python package for solving, simulating, and estimating economic and Timeseries models, supporting DSGE, VAR, VARIMA, and N-BEATS
Language: Jupyter Notebook - Size: 17.9 MB - Last synced at: 12 days ago - Pushed at: 12 days ago - Stars: 1 - Forks: 0
matiasvicunacofre/Final_Project_MacroII_MAE_2024
Language: AMPL - Size: 51.6 MB - Last synced at: 10 months ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 0
MCHatcher/Rational-expectations-solutions-structural-change
Rational expectations solutions under structural change (Hatcher 2022, JEDC)
Language: MATLAB - Size: 508 KB - Last synced at: 6 months ago - Pushed at: almost 3 years 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 at: over 2 years ago - Pushed at: about 7 years ago - Stars: 1 - Forks: 4
phantomachine/soerisky
Estimated Bayesian Small Open Economics DSGE model with Stochastic Volatility in Structural Shock Processes
Size: 3.7 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0
hamiltongg/Book-DSGE-Models
Dynamic Stochastic General Equilibrium Models (Springer 2024)
Size: 0 Bytes - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 0 - 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 at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0
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 at: over 2 years ago - Pushed at: about 8 years ago - Stars: 0 - Forks: 0