Nowcasting

A Matlab Toolkit for Macroeconomic Models using Value Function Iteration

Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models

MFM community development code

Solving models with numerical methods (economics)

Key: time series analysis, forecasting of GDP growth, macroeconomic, Kalman-filtering techniques, and a dynamic factor model.

Computation in Macro - PhD tutorial

Matlab Heterogeneous Agents Dynamic Savings and Borrowing Package

Solution to model of Gertler and Kiyotaki (AER, 2015)

Code for the Macro III course at the M.Sc/Ph.D programs at EPGE/FGV

This repository contains Matlab code to solve a simple N-state Brock-Mirman model using dynamic programming.

Shock Elasticities Toolbox (based in MATLAB)

Replication files for "On the Measurement of the Elasticity of Labour" by Charles Gottlieb, Joern Onken, and Arnau Valladares-Esteban.

Optimal Allocation of Stimulus Checks Heterogeneous Agents Life Cycle

Rational expectations solutions under structural change (old repository)

The aim of this code is to show the preliminary results of the forecast for the term structure (with different maturities) of the Mexican government bonds using different types of models.

MATLAB function to easily download economic time series data from the FRED (Federal Reserve Economic Data) online database maintained by the Research Department at the Federal Reserve Bank of St. Louis. The data are accessed by connecting directly to the FRED data server.

This is code from the Numerical Methods course at EPGE/FGV in 2018

The replication data and files for “Group Local Projection”

Matlab code solving a simple stochastic optimal growth model. Solved with both coleman policy iteration and value function iteration.