Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
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Updated
Nov 28, 2024 - Julia
Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
Bayesian Macroeconometrics in R
Course on Macroeconometrics (graduate level)
Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
A toolkit for implementing occasionally binding constraints in Dynare.
Calibrate, estimate and analyze linearized DSGE models.
Course on Quantitative Macroeconomics (Master/PhD level)
Macros and functions to work with DSGE models.
Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
Bayesian Macroeconometrics C++ Library
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"
Notes on Dynamic Stochastic General Equilibrium models
Linearize dynamic economic models around their stochastic steady state
Perturbation toolbox to solve DSGE models with Matlab
Automatic Differentiation Applied to the Likelihood Function for Dynamic General Equilibrium Models
Solving simple DSGE models in Julia
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