dsge-models
There are 4 repositories under dsge-models topic.
DynareJulia / Dynare.jl
A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.
Language:Julia 105wmutschl / dsge
Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
Language:MATLAB 87RJDennis / SolveDSGE.jl
A Julia package to solve, simulate, and analyze nonlinear DSGE models.
Language:Julia 86steliostsiaras / 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 75Course on Quantitative Macroeconomics (Master/PhD level)
Language:TeX 65Course on Macroeconometrics (graduate level)
Language:MATLAB 58gusamarante / dsgepy
Calibrate, estimate and analyze linearized DSGE models.
Language:Jupyter Notebook 34jessegrabowski / gEconpy
A collection of tools for working with DSGE models in python, inspired by the R package gEcon
Language:Python 29Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
Language:MATLAB 10camilomrch / Replications
A selection of my replications of papers in macroeconomics
Language:AMPL 7Replication codes for paper on "Pruned skewed Kalman filter and smoother with application to DSGE models"
Language:PostScript 6Code and programs by Camilo Marchesini
Language:R 5Mac-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 5alexcarrascom / Linear-DSGE-models
Methods for solving and estimating linear rational expectation models.
Language:MATLAB 4Replication files for "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models"
Language:AMPL 4Replication code for checking identification in nonlinear pruned DSGE models with Gaussian or Student's t distributed errors
Language:MATLAB 4- Language:Python 3
hamiltongg / Book-DSGE-Models
Dynamic Stochastic General Equilibrium Models (Springer 2024)
- Greenwood_1993
manuelbieri / Greenwood_1993
Implements the RBC model of Greenwood et al. (1993)
Language:AMPL 2 MCHatcher / NGDP-targeting-tax_burden
Nominal-GDP-targeting-tax-burden (Hatcher and Lyu, 2024)
Language:MATLAB 2stepan-a / dsge-bayesian-estimation-sc
Slides for the Dynare's Summer School
Language:TeX 2BaptisteBourrillon / 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 1dbbatalha / 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
Rational expectations solutions under structural change (Hatcher 2022, JEDC)
Language:MATLAB 1- macro-py-massaro-2022
ranieri-unimi / macro-py-massaro-2022
Optimal solution computation 💹 for macroeconomic models 🤑 with dynamic programming in python 🐍
Language:Jupyter Notebook 1 ArisZoleta / 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 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
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
