Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
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Updated
Jul 31, 2024 - Julia
Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
Solve non-linear HJB equations.
Time series implementation for the Julia language focused on efficiency and flexibility
A Julia package to solve, simulate, and analyze nonlinear DSGE models.
Sequential Monte Carlo algorithm for approximation of posterior distributions.
Microeconometric estimation in Julia
A Julia interface for retrieving data from the Bureau of Economic Analysis (BEA).
Build custom model types for estimation.
Quickly assemble data from the Panel Study of Income Dynamics (PSID)
Fast estimation of generalized linear models with high dimensional categorical variables in Julia
Equilibrium marriage market models.
WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians
Stata-like toolkit for data wrangling on Julia DataFrames
Unobserved Effects Models (Panel Data Econometrics) -> For Beta Test
Linearize dynamic economic models around their stochastic steady state
Regression-based multi-period difference-in-differences with heterogenous treatment effects
Local projection methods for impulse response estimation
A suite of Julia packages for difference-in-differences
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