Pinned Repositories
DSE2023
Lectures and conference materials for the DSE2023 at the University of Lausanne, Switzerland
DeepHAM
BMR
Bayesian Macroeconometrics in R
BootCamp2019
Repository of syllabi, lecture notes, Jupyter notebooks, code, and problem sets for OSE Lab Boot Camp 2019
Deep_Learning_For_Dynamic_Econ
DeepEquilibriumNets
estimating-hank-nn
financial-frictions
Interactive guide to Fernández-Villaverde, Hurtado, and Nuño (2019): "Financial Frictions and the Wealth Distribution".
forecasting
Time Series Forecasting Best Practices & Examples
macro_ML
Course Website on Macroeconomic Analysis with Machine Learning and Big Data
yangycpku's Repositories
yangycpku/macro_ML
Course Website on Macroeconomic Analysis with Machine Learning and Big Data
yangycpku/BootCamp2019
Repository of syllabi, lecture notes, Jupyter notebooks, code, and problem sets for OSE Lab Boot Camp 2019
yangycpku/DeepEquilibriumNets
yangycpku/financial-frictions
Interactive guide to Fernández-Villaverde, Hurtado, and Nuño (2019): "Financial Frictions and the Wealth Distribution".
yangycpku/BMR
Bayesian Macroeconometrics in R
yangycpku/Deep_Learning_For_Dynamic_Econ
yangycpku/estimating-hank-nn
yangycpku/forecasting
Time Series Forecasting Best Practices & Examples
yangycpku/Numerical_Continuous_Time
yangycpku/ai-economist
Foundation is a flexible, modular, and composable framework to model socio-economic behaviors and dynamics with both agents and governments. This framework can be used in conjunction with reinforcement learning to learn optimal economic policies, as done by the AI Economist (https://www.einstein.ai/the-ai-economist).
yangycpku/annual-review
Code for "Fiscal and Monetary Policy with Heterogeneous Agents" (Auclert, Rognlie, Straub 2024)
yangycpku/BVAR_
Bayesian VAR toolbox for MATLAB
yangycpku/DeepHAM
yangycpku/DSE2023
Lectures and conference materials for the DSE2023 at the University of Lausanne, Switzerland
yangycpku/DSGE_mod
A collection of Dynare models
yangycpku/Econ1630_Github
yangycpku/econ411-3
Northwestern PhD class on macroeconomics with heterogeneity, particularly household heterogeneity and HANK models
yangycpku/EconPDEs.jl
Solve semi-linear parabolic PDEs
yangycpku/gensim
Topic Modelling for Humans
yangycpku/HARK
Heterogenous Agents Resources & toolKit
yangycpku/housing-boom-bust
Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal of Political Economy
yangycpku/inequality-zlb
yangycpku/nber-workshop-2022
Code for the Spring 2022 heterogeneous-agent macro workshop
yangycpku/OptionPricing
yangycpku/RA_HetAgents
yangycpku/restaurant
yangycpku/sequence-jacobian
Interactive guide to Auclert, Bardóczy, Rognlie, and Straub (2019): "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models".
yangycpku/SparseEcon
yangycpku/term
Replication files for numerical solution in "Monetary Policy, Segmentation, and the Term Structure"
yangycpku/yangycpku.github.io