Course on Macroeconometrics (graduate level)
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Updated
Apr 8, 2022 - MATLAB
Course on Macroeconometrics (graduate level)
This is a PhD course on financial frictions in macroeconomic models. This repository includes all the materials taught and is constantly updated
Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
A Julia package to solve, simulate, and analyze nonlinear DSGE models.
A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.
Calibrate, estimate and analyze linearized DSGE models.
Course on Quantitative Macroeconomics (Master/PhD level)
Code and programs by Camilo Marchesini
Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
Replication code for checking identification in nonlinear pruned DSGE models with Gaussian or Student's t distributed errors
Replication files for "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models"
A selection of my replications of papers in macroeconomics
Methods for solving and estimating linear rational expectation models.
A collection of tools for working with DSGE models in python, inspired by the R package gEcon
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.
Rational expectations solutions under structural change (Hatcher 2022, JEDC)
Here are the codes for my problem sets in the "Numerical Methods for Economists" course.
Optimal solution computation 💹 for macroeconomic models 🤑 with dynamic programming in python 🐍
Nominal-GDP-targeting-tax-burden (Hatcher and Lyu, 2024)
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