Skip to content

@DynamicProgramming-StructuralEstimation DynamicProgramming-StructuralEstimation

Change the repository type filter

All

    Repositories list

    114 repositories

    • DSGE_mod

      Public
      A collection of Dynare models
      AMPL
      •
      GNU General Public License v3.0
      •407•0•0•0•Updated Aug 10, 2024Aug 10, 2024

    • DDCModelsExample.jl

      Public
      Julia code for "Dynamic Discrete Choice Models: Methods, Matlab Code and Exercises" by Abbring and Klein (2020)
      Julia
      •
      MIT License
      •4•0•0•0•Updated Jun 8, 2022Jun 8, 2022

    • python_julia_structural_behavioral_economics

      Public
      Python and Julia Code for Structural Behavioral Economics
      MATLAB
      •
      MIT License
      •46•0•0•0•Updated May 9, 2022May 9, 2022

    • NumericalMethods

      Public
      website for numerical methods course
      Jupyter Notebook
      •76•0•0•0•Updated Apr 9, 2022Apr 9, 2022

    • julia-bootcamp

      Public
      Julia
      •7•0•0•0•Updated Feb 16, 2022Feb 16, 2022

    • macrotools

      Public
      MATLAB toolbox for discrete dynammic programming in macroeconomics
      MATLAB
      •6•0•0•0•Updated Jan 16, 2022Jan 16, 2022

    • Programming-Tutorials

      Public
      Created and developed by students at the University of St. Gallen.
      Jupyter Notebook
      •43•0•0•0•Updated Jan 16, 2022Jan 16, 2022

    • Decision-Making-Under-Uncertainty

      Public
      Decision making under uncertainty using the POMDPs.jl ecosystem
      HTML
      •75•0•0•0•Updated Jan 16, 2022Jan 16, 2022

    • 4Quadrants

      Public
      4 Quadrants of Dynamic Optimization
      Julia
      •
      MIT License
      •3•0•0•0•Updated Dec 23, 2021Dec 23, 2021

    • MLCourse

      Public
      Julia
      •
      Other
      •27•0•0•0•Updated Dec 17, 2021Dec 17, 2021

    • Julia-DataFrames-Tutorial

      Public
      A tutorial on Julia DataFrames package
      Jupyter Notebook
      •
      MIT License
      •119•0•0•0•Updated Dec 10, 2021Dec 10, 2021

    • fall-2021

      Public
      JavaScript
      •
      MIT License
      •21•0•0•0•Updated Dec 2, 2021Dec 2, 2021

    • JuliaDataScience

      Public
      Book on Julia for Data Science
      Julia
      •
      Other
      •93•0•0•0•Updated Nov 26, 2021Nov 26, 2021

    • Computational-Finance-Course

      Public
      Here you will find materials for the course of Computational Finance
      Python
      •162•0•0•0•Updated Oct 12, 2021Oct 12, 2021

    • LandUse.jl

      Public
      Julia code for our paper
      Julia
      •
      MIT License
      •0•1•0•0•Updated Oct 1, 2021Oct 1, 2021

    • krusell_smith_code

      Public
      Code for the Krusell--Smith model
      Jupyter Notebook
      •
      BSD 3-Clause "New" or "Revised" License
      •23•0•0•0•Updated Sep 14, 2021Sep 14, 2021

    • DSE2021

      Public
      Jupyter Notebook
      •
      GNU General Public License v3.0
      •41•0•0•0•Updated Aug 24, 2021Aug 24, 2021

    • JuliaTutorial

      Public
      Julia Tutorial for Finance and Econometrics Students
      Jupyter Notebook
      •
      MIT License
      •56•0•0•0•Updated Aug 10, 2021Aug 10, 2021

    • Solve_Generic_HJB_KFE

      Public
      Julia code to solve generic HJBs & KFEs
      Julia
      •
      MIT License
      •1•0•0•0•Updated Aug 7, 2021Aug 7, 2021

    • Dynamic-programming-of-the-Brock-Mirman-model

      Public
      MATLAB
      •4•0•0•0•Updated Aug 4, 2021Aug 4, 2021

    • FinancialEconometrics

      Public
      Financial Econometrics (MSc, Julia code)
      Jupyter Notebook
      •
      MIT License
      •30•0•0•0•Updated Aug 1, 2021Aug 1, 2021

    • EmpiricalFinancePhD

      Public
      Empirical Finance Course (PhD, Julia code)
      Jupyter Notebook
      •
      MIT License
      •26•0•0•0•Updated Aug 1, 2021Aug 1, 2021

    • SolvingMicroDSOPs

      Public
      Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference
      TeX
      •
      Apache License 2.0
      •21•0•0•0•Updated Jul 30, 2021Jul 30, 2021

    • RBC_3ways

      Public
      I solve the RBC model using 3 methods: value function iteration, projection and perturbation.
      Julia
      •
      MIT License
      •4•0•0•0•Updated Jul 21, 2021Jul 21, 2021

    • FinancialTheoryMSc

      Public
      Financial Theory Course (MSc, Julia code)
      Jupyter Notebook
      •
      MIT License
      •30•0•0•0•Updated Jul 20, 2021Jul 20, 2021

    • DSGE-Utilities

      Public
      Python Programming Code for Dynamic Stochastic General Equilibrium Modeling
      Python
      •35•0•0•0•Updated Jul 15, 2021Jul 15, 2021

    • fall-2020

      Public
      JavaScript
      •
      MIT License
      •161•0•0•0•Updated Jul 14, 2021Jul 14, 2021

    • ParallelDefault

      Public
      Parallel computation of sovereign default model
      Jupyter Notebook
      •10•0•0•0•Updated Jul 2, 2021Jul 2, 2021

    • Rational_expectations_solutions_structural_change

      Public
      Rational expectations solutions under structural change
      MATLAB
      •3•0•0•0•Updated Jul 1, 2021Jul 1, 2021

    • Solving_models_with_numerical_methods

      Public
      Solving models with numerical methods (economics)
      MATLAB
      •5•0•0•0•Updated Jun 29, 2021Jun 29, 2021