vasudeva-ram

American University

Pinned Repositories

LogLinearization
A SymPy-based package to generate symbolic log-linearized representations of dynamic nonlinear equations using a first-order Taylor Series approximation.
Language:Jupyter Notebook01
vasudeva-ram.github.io
Personal Website
Language:HTML11
Julia-SSJ
Training material to help solve Heterogeneous agent New Keynesian (HANK) models in Julia using the Sequence Space Jacobian method (Auclert et. al., 2021)..
Language:Julia133
Julia-NewtonRaphsonHANK
A Julia implementation of Boehl (wp2024) "HANK on Speed" method that uses automatic differentiation to efficiently solve HANK models under perfect-foresight using the Newton-Raphson method.
Language:Julia01
hamiltonFilter
Implements Hamilton(2016) alternate to the HP filter
Language:Python21
arch
ARCH models in Python
Language:Python00
JVP-HANK
Solve nonlinear heterogeneous agent models
Language:Python00
QuantEcon.py
A community based Python library for quantitative economics
Language:Python00
Spoon-Knife
This repo is for demonstration purposes only.
Language:HTML00
statsmodels
Statsmodels: statistical modeling and econometrics in Python
Language:Python00

vasudeva-ram/Julia-SSJ
Training material to help solve Heterogeneous agent New Keynesian (HANK) models in Julia using the Sequence Space Jacobian method (Auclert et. al., 2021)..
Language:Julia133
vasudeva-ram/Julia-NewtonRaphsonHANK
A Julia implementation of Boehl (wp2024) "HANK on Speed" method that uses automatic differentiation to efficiently solve HANK models under perfect-foresight using the Newton-Raphson method.
Language:Julia1
vasudeva-ram/JVP-HANK
Solve nonlinear heterogeneous agent models
vasudeva-ram/vasudeva-ram.github.io
Personal Website
Language:HTML11
vasudeva-ram/LogLinearization
A SymPy-based package to generate symbolic log-linearized representations of dynamic nonlinear equations using a first-order Taylor Series approximation.
Language:Jupyter Notebook1
vasudeva-ram/statsmodels
Statsmodels: statistical modeling and econometrics in Python
vasudeva-ram/vim-latex
Enhanced LaTeX support for Vim
vasudeva-ram/hamiltonFilter
Implements Hamilton(2016) alternate to the HP filter
Language:Python21
vasudeva-ram/Spoon-Knife
This repo is for demonstration purposes only.
Language:HTML
vasudeva-ram/arch
ARCH models in Python
Language:Python
vasudeva-ram/QuantEcon.py
A community based Python library for quantitative economics
Language:Python
vasudeva-ram/vim-ipython
A two-way integration between Vim and IPython 0.11+