There are 29 repositories under macroeconomics topic.
Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
Source files of the course "Mathematics for Macroeconomics"
Python Nowcasting
Source files of the course "Intermediate Macroeconomics"
A Julia package to solve, simulate, and analyze nonlinear DSGE models.
A Matlab Toolkit for Macroeconomic Models using Value Function Iteration
Repository for OSM Lab Boot Camp 2017
Algorithmic game theory, recursive macroeconomics, machine learning for econometrics
Macros and functions to work with DSGE models.
Course on Quantitative Macroeconomics (Master/PhD level)
Python client to read IMF World Economic Outlook (WEO) dataset as pandas dataframe.
A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material is included.
Portal for the course "Economic Slack" [ECON 221B] at UCSC in Winter 2024
Calibrate, estimate and analyze linearized DSGE models.
Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement of clearing the courses.
Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models
Lectures and tutorials for number of courses in economics and statistics.
Overlapping Generations Heterogeneous Agents (OLGHA) Model
WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians
A list of various articles that I find helpful for reading about deep learning, forecasting, or macroeconomics
Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject
Provide clean macroeconomic time series as CSV files at stable URL
Extracting the "dot plot" economic projections posted online by the Federal Open Market Committee
R package that helps to retrieve data from Banco de España
State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and forecast error variance decomposition.