dsge-models
There are 5 repositories under dsge-models topic.
DynareJulia / Dynare.jl
A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.
Language:Julia 86RJDennis / SolveDSGE.jl
A Julia package to solve, simulate, and analyze nonlinear DSGE models.
Language:Julia 80wmutschl / dsge
Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
Language:MATLAB 72steliostsiaras / 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 67Course on Macroeconometrics (graduate level)
Language:MATLAB 54Course on Quantitative Macroeconomics (Master/PhD level)
Language:TeX 39gusamarante / dsgepy
Calibrate, estimate and analyze linearized DSGE models.
Language:Jupyter Notebook 29jessegrabowski / gEconpy
A collection of tools for working with DSGE models in python, inspired by the R package gEcon
Language:Python 17Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
Language:MATLAB 10camilomrch / Code
Code and programs by Camilo Marchesini
Language:R 6A selection of my replications of papers in macroeconomics
Language:AMPL 6alexcarrascom / Linear-DSGE-models
Methods for solving and estimating linear rational expectation models.
Language:MATLAB 4Mac-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 4Replication code for checking identification in nonlinear pruned DSGE models with Gaussian or Student's t distributed errors
Language:MATLAB 4Replication files for "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models"
Language:MATLAB 3- Language:Python 2
- Greenwood_1993
manuelbieri / Greenwood_1993
Implements the RBC model of Greenwood et al. (1993)
Language:AMPL 2 stepan-a / dsge-bayesian-estimation-sc
Slides for the Dynare's Summer School
Language:TeX 2dbbatalha / artigo_dsge_classification
Artigo produzido na discplinada de Macroeconomia 2 no Doutorado de Economia da UERJ em conjunto com a Prof.Dr. Daiane Santos.
Language:Python 1- Language:AMPL 1
MCHatcher / Rational-expectations-solutions-structural-change
Rational expectations solutions under structural change (Hatcher 2022, JEDC)
Language:MATLAB 1ArisZoleta / Debt-Finance-PH
I am currently working on the small scale New Keynesian models and using DYNARE to solved for different shock responses of the variables in the model.
Language:AMPL 0BaptisteBourrillon / Quantitative_macroeconomics
The folder contains examples and codes developed in the Willy Mutchler lecture's at the Tübingen University . The course deals with estimation of SVAR and DSGE models
Language:AMPL 0jeromeromano00 / 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 0Here are the codes for my problem sets in the "Numerical Methods for Economists" course.
Language:Jupyter Notebook 0phantomachine / soerisky
Estimated Bayesian Small Open Economics DSGE model with Stochastic Volatility in Structural Shock Processes
- macro-py-massaro-2022
ranieri-unimi / macro-py-massaro-2022
Optimal solution computation 💹 for macroeconomic models 🤑 with dynamic programming in python 🐍
Language:Jupyter Notebook 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
