Pinned Repositories
IRIS-Toolbox
IRIS Macroeconomic Modeling Toolbox
RISE_toolbox
Solution and estimation of Markov Switching Rational Expectations / DSGE Models
RSDSGE.jl
A Julia package to solve regime switching dynamic stochastic general equilibrium (DSGE) models.
smc-msvar
companion code
ssmmatlab
A set of MATLAB and OCTAVE programs for the statistical analysis of linear time series using mainly state space methods
statsmodels
Statsmodels: statistical modeling and econometrics in Python
switch-ssm
Markov-Switching State-Space Models
VC-BayesianEstimation
Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.
zlb-in-julia
Implementation of AER in Julia
ZLB_paper
Macro-Research's Repositories
Macro-Research/VC-BayesianEstimation
Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.
Macro-Research/ZLB_paper
Macro-Research/Bayesian-Nonparametric-Policy-Search-With-Application-to-Periodontal-Recall-Intervals
Bayesian Nonparametric Policy Search With Application to Periodontal Recall Intervals, by Qian Guan, Brian J. Reich, Eric B. Laber, Dipankar Bandyopadhyay
Macro-Research/bvars
R package for Bayesian Vector Autoregression
Macro-Research/DSGE_mod
A collection of Dynare models
Macro-Research/IRIS-Toolbox
IRIS Macroeconomic Modeling Toolbox
Macro-Research/MSM_particle_filter
Packaged Python Codes for running particle filter on Markov Switching Multifractal Model (from 2018 Spring project)
Macro-Research/RISE_toolbox
Solution and estimation of Markov Switching Rational Expectations / DSGE Models
Macro-Research/RSDSGE.jl
A Julia package to solve regime switching dynamic stochastic general equilibrium (DSGE) models.
Macro-Research/smc-msvar
companion code
Macro-Research/ssmmatlab
A set of MATLAB and OCTAVE programs for the statistical analysis of linear time series using mainly state space methods
Macro-Research/statsmodels
Statsmodels: statistical modeling and econometrics in Python
Macro-Research/switch-ssm
Markov-Switching State-Space Models
Macro-Research/zlb-in-julia
Implementation of AER in Julia
Macro-Research/awesome-economics
A curated collection of links for economists
Macro-Research/bianchi_2011
Replication code for Bianchi (2011,AER)
Macro-Research/dsge
Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
Macro-Research/dsge-1
simple dsge stuff in python
Macro-Research/DSGE-2014-Sep
Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"
Macro-Research/DSGE-2015-Apr
Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"
Macro-Research/DSGE.jl
Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
Macro-Research/empirical-implications-of-zlb
Code for "The Empirical Implications of the Interest-Rate Lower Bound"
Macro-Research/FinancePhD
Development space for PhD in Finance
Macro-Research/gauss-plot-library
GAUSS code for creating example plots.
Macro-Research/IRIS-Reference-Manual
GitBook Reference Manual for IRIS Toolbox
Macro-Research/macroeconometrics
Course on Macroeconometrics (graduate level)
Macro-Research/MarkovicDynamicModel
Macro-Research/MS_Regress-Matlab
Repository for MS_Regress, a matlab package for estimation and simulation of markov regime switching models
Macro-Research/notes-linear-algebra
线性代数笔记
Macro-Research/Particle_Filtering
Matlab Particle Filtering and Smoothing Example Code