Here are the codes for my problem sets in the "Numerical Methods for Economists" course.
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Updated
Oct 23, 2023 - Jupyter Notebook
Here are the codes for my problem sets in the "Numerical Methods for Economists" course.
I am currently working on the small scale New Keynesian models and using DYNARE to solved for different shock responses of the variables in the model.
Optimal solution computation 💹 for macroeconomic models 🤑 with dynamic programming in python 🐍
Estimated Bayesian Small Open Economics DSGE model with Stochastic Volatility in Structural Shock Processes
Comments on "Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound" by Valerio Scalone (June 2017)
This is the code for my final examination in the "Numerical Methods for Economists" course. I solved a Real Business Cycle model using both manual and automatic approaches.
Implements the RBC model of Greenwood et al. (1993)
The folder contains examples and codes developed in the Willy Mutchler lecture's at the Tübingen University . The course deals with estimation of SVAR and DSGE models
Artigo produzido na discplinada de Macroeconomia 2 no Doutorado de Economia da UERJ em conjunto com a Prof.Dr. Daiane Santos.
Rational expectations solutions under structural change (Hatcher 2022, JEDC)
SIMPLE TOOLKIT for COMPUTATIONAL ANALYSIS: An abbreviated translation into Python of Harald Uhlig's "Analyzing Nonlinear Dynamic Stochastic Models Easily." Solved examples and simulations of macroeconomic models.
Methods for solving and estimating linear rational expectation models.
A selection of my replications of papers in macroeconomics
Replication files for "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models"
Replication code for checking identification in nonlinear pruned DSGE models with Gaussian or Student's t distributed errors
Code and programs by Camilo Marchesini
Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
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