Notes on Dynamic Stochastic General Equilibrium models
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Updated
May 15, 2017 - AMPL
Notes on Dynamic Stochastic General Equilibrium models
Automatic Differentiation Applied to the Likelihood Function for Dynamic General Equilibrium Models
Fork of Computational Macro course by Jesse Perla
Bayesian Macroeconometrics C++ Library
Solving simple DSGE models in Julia
Artigo produzido na discplinada de Macroeconomia 2 no Doutorado de Economia da UERJ em conjunto com a Prof.Dr. Daiane Santos.
Perturbation toolbox to solve DSGE models with Matlab
This is a mirror of https://github.com/FRBNY-DSGE/DSGE.jl
Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
Replication files for "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models"
Course on Macroeconometrics (graduate level)
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
Bayesian Macroeconometrics in R
Linearize dynamic economic models around their stochastic steady state
Bayesian Estimation of Loss Aversion in Regime-Switching DSGE
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