Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
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Updated
May 17, 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.
Stata-like toolkit for data wrangling on Julia DataFrames
A suite of Julia packages for difference-in-differences
Fast estimation of generalized linear models with high dimensional categorical variables in Julia
Microeconometric estimation in Julia
Access DBnomics data series from Julia.
Quickly assemble data from the Panel Study of Income Dynamics (PSID)
A Julia interface for retrieving data from the Bureau of Economic Analysis (BEA).
Local projection methods for impulse response estimation
WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians
Julia version of https://github.com/fediskhakov/dcegm
Regression-based multi-period difference-in-differences with heterogenous treatment effects
A minimal regression library for Julia
Build custom model types for estimation.
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