dsge

There are 13 repositories under dsge topic.

FRBNY-DSGE / DSGE.jl
Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
economics macroeconomics dsge bayesian-inference statistical-models dynamical-systems
Language:Julia 842
kthohr / BMR
Bayesian Macroeconometrics in R
c-plus-plus bayesian-macroeconometrics bmr r dsge bvar dsgevar
Language:C++ 82
wmutschl / dsge
Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
dsge dsge-models estimation solution models master graduate-course teaching teaching-materials exercises solutions exams economics macroeconometrics
Language:MATLAB 70
wmutschl / macroeconometrics
Course on Macroeconometrics (graduate level)
macroeconometrics teaching teaching-materials exercises solutions economics econometrics dsge dsge-models graduate-course
Language:MATLAB 48
tholden / dynareOBC
A toolkit for implementing occasionally binding constraints in Dynare.
dynare obc dsge occasionally-binding-constraints matlab linear-complementarity-problem
Language:MATLAB 45
thorek1 / MacroModelling.jl
Macros and functions to work with DSGE models.
difference-equations dsge macroeconomics perturbation dynamical-systems implicit-differentiation dynamic-programming optimal-control
Language:Julia 44
wmutschl / Quantitative-Macroeconomics
Course on Quantitative Macroeconomics (Master/PhD level)
macroeconomics quantitative-macro-models quantitative-macroeconomics dsge graduate-course dsge-models svar svar-models macroeconometrics teaching
Language:TeX 37
wenddymacro / -julia-
量化宏观及julia应用
macroeco macroeconomics julia dsge
Language:Jupyter Notebook 36
gusamarante / dsgepy
Calibrate, estimate and analyze linearized DSGE models.
dsge dsge-models macroeconomics macroeconometrics
Language:Jupyter Notebook 24
chenwilliam77 / RiskAdjustedLinearizations.jl
Linearize dynamic economic models around their stochastic steady state
economics macroeconomics macrofinance dsge perturbation-methods affine-approximation stochastic-steady-state
Language:Julia 10
wmutschl / ReplicationDSGEHOS
Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
dsge dsge-models pruning perturbation gaussian t-distribution bispectrum bispectrum-computation trispectrum trispectrum-computation power-spectrum spectral-density-estimates autocovariogram higher-order-statistics nonlinear skewness kurtosis gmm nonlinear-estimation rbc-model
Language:MATLAB 10
fcbarbi / dsge
Notes on Dynamic Stochastic General Equilibrium models
dsge matlab julia macroeconomics
Language:AMPL 8
kthohr / bmlib
Bayesian Macroeconometrics C++ Library
bayesian bayesian-inference mcmc dsge cpp c-plus-plus cpp11 bvar
Language:C++ 7
bachmeil / handbook
Code, data, and additional materials for our chapter in the Handbook of Energy Economics
energy macroeconomics code survey dsge svar oil
Language:R 4
saduineveld / CSD_toolbox
Perturbation toolbox to solve DSGE models with Matlab
perturbation matlab dsge
Language:MATLAB 3
wmutschl / identification-note
Replication files for "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models"
dsge dsge-models identification local-identification weak-identification investment-adjustment-costs replication-files model-scenarios theoretical-identification-analysis linearized-dsge-models output-gap observables dynare
Language:MATLAB 3
wmutschl / ReplicationDSGENonlinearIdentification
Replication code for checking identification in nonlinear pruned DSGE models with Gaussian or Student's t distributed errors
dsge dsge-models identification pruning gaussian t-distribution bispectrum bispectrum-computation trispectrum trispectrum-computation power-spectrum spectral-density-estimates autocovariogram higher-order-statistics nonlinear perturbation skewness kurtosis
Language:MATLAB 3
loganhotz / pynare
dynare, but python
dsge dsge-models economics
Language:Python 2
lucabrugnolini / DsgeSolves.jl
Solving simple DSGE models in Julia
dsge linear methods non-linear projection solution
Language:Julia 2
PSLmodels / DSGE.jl
This is a mirror of https://github.com/FRBNY-DSGE/DSGE.jl
psl-cataloged dsge julia
Language:Julia 2
dbbatalha / artigo_dsge_classification
Artigo produzido na discplinada de Macroeconomia 2 no Doutorado de Economia da UERJ em conjunto com a Prof.Dr. Daiane Santos.
latex dsge dsge-models scopus-api pybliometrics decision-tree random-forest dummy article uerj abntex2
Language:Python 1
houtanb / aimad
Automatic Differentiation Applied to the Likelihood Function for Dynamic General Equilibrium Models
fortran automatic-differentiation maximum-likelihood dsge
Language:Fortran 1
murattasdemir / ECON546_2018
Fork of Computational Macro course by Jesse Perla
fork macroeconomics computational-economics dsge julia dynamic-macroeconomics numerical-methods
Language:Jupyter Notebook 1
bi-dkem-spme / arimbi2018
dsge model
Language:AMPL 0
iskakovs / dsge
DSGE model of Kazakhstan
dsge
Language:MATLAB 0
joseortega31 / MacroLoss
Bayesian Estimation of Loss Aversion in Regime-Switching DSGE
bayesian-methods dsge perturbation-methods regime-switching
0
marcoyel21 / dsge_genero
Este repositorio contiene los elementos de una investigación sobre género y modelos económicos de equilibrio general dinámico.
gender dsge markdown dynare
Language:TeX
murattasdemir / Econometrics_notes
Econometrics lecture notes with examples using the Julia language
code course-materials dsge econometrics fork graduate julia lecture-notes structural-econometrics structural-estimation creel
Language:Julia