tholden
All views are my own personal opinions and do not reflect the opinion of the Bundesbank, the Eurosystem, or its staff.
Deutsche BundesbankFrankfurt am Main, Germany
Pinned Repositories
AVSConvolutionFilter
Archived code for an efficient convolution filter for the AVS visualization system. Written in 2002. Forgive the ugly code. I was still a teenager!
DoubleDouble
A MATLAB library for extended ("double double") precision, giving close to quad precision.
DynamicSpatialModel
Code for the paper tentatively titled "Business Cycles in Space".
dynare
Dynare: a platform for handling a wide class of economic models
dynareOBC
A toolkit for implementing occasionally binding constraints in Dynare.
DynareTransformationEngine
A set of mod files for automatically transforming variables and adding shocks. See Example.mod for sample usage.
EST-NLSS
Non-linear state space estimation with an extended-skew-t distribution approximation to the state distribution.
gmmtbx
An updated version of Kostas N. Kyriakoulis's GMM Toolbox for MATLAB
MONROE-DSGE
The DSGE model with endogenous growth created by Tom Holden and Shifu Jiang as part of the MONROE project.
ParallelFastNonLinearACD
A parallel version of Loshchilov, Schoenauer and Sebag's (2012) adaptive coordinate descent algorithm for non-linear optimization
tholden's Repositories
tholden/dynareOBC
A toolkit for implementing occasionally binding constraints in Dynare.
tholden/DoubleDouble
A MATLAB library for extended ("double double") precision, giving close to quad precision.
tholden/gmmtbx
An updated version of Kostas N. Kyriakoulis's GMM Toolbox for MATLAB
tholden/MONROE-DSGE
The DSGE model with endogenous growth created by Tom Holden and Shifu Jiang as part of the MONROE project.
tholden/AVSConvolutionFilter
Archived code for an efficient convolution filter for the AVS visualization system. Written in 2002. Forgive the ugly code. I was still a teenager!
tholden/dynare
Dynare: a platform for handling a wide class of economic models
tholden/EST-NLSS
Non-linear state space estimation with an extended-skew-t distribution approximation to the state distribution.
tholden/dates
Matlab/Octave class for handling dates in Dynare
tholden/DynamicSpatialModel
Code for the paper tentatively titled "Business Cycles in Space".
tholden/particles
tholden/dseries
Matlab/Octave class for handling time series in Dynare
tholden/DynareTransformationEngine
A set of mod files for automatically transforming variables and adding shocks. See Example.mod for sample usage.
tholden/MatlabSetAffinity
Sets processor affinity for MATLAB workers
tholden/NonBalancedGrowth
Code for the paper "Trends and cycles without balanced growth".
tholden/YALMIP
MATLAB toolbox for optimization modeling
tholden/CatchUpCycles
Code for the paper tentatively titled "Catch-up cycles".
tholden/nlma
nlma for Dynare
tholden/tholden.github.io
The source code for my website.
tholden/adigator
Matlab Algorithmic Differentiation Toolbox
tholden/export_fig
A MATLAB toolbox for exporting publication quality figures
tholden/FredFetch
For pulling current and vintage date from FRED and ALFRED API
tholden/jennyholden.co.uk
www.jennyholden.co.uk
tholden/minimal-mistakes
:triangular_ruler: Jekyll theme for building a personal site, blog, project documentation, or portfolio.
tholden/OPTI
OPTI Toolbox
tholden/pages-gem
A simple Ruby Gem to bootstrap dependencies for setting up and maintaining a local Jekyll environment in sync with GitHub Pages
tholden/PoissonRegressionScores
Ranks NFL and College Football teams using Poisson regression in MATLAB
tholden/RobustRealRateRulesReplication
Replication code for the paper "Robust Real Rate Rules" by Tom D. Holden, to be published in Econometrica.
tholden/SASToCSV
Code for converting SAS files (including SAS V6 SD2 files) to CSV
tholden/tholden.org
www.tholden.org
tholden/zeroSR1
Proximal gradient algorithm for convex optimization, using a diagonal +/- rank-1 norm