Course on Macroeconometrics (graduate level)
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Updated
Apr 8, 2022 - MATLAB
Course on Macroeconometrics (graduate level)
This is a PhD course on financial frictions in macroeconomic models. This repository includes all the materials taught and is constantly updated
Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
A Julia package to solve, simulate, and analyze nonlinear DSGE models.
A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.
Calibrate, estimate and analyze linearized DSGE models.
Course on Quantitative Macroeconomics (Master/PhD level)
Code and programs by Camilo Marchesini
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
Replication files for "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models"
A selection of my replications of papers in macroeconomics
Methods for solving and estimating linear rational expectation models.
SIMPLE TOOLKIT for COMPUTATIONAL ANALYSIS: An abbreviated translation into Python of Harald Uhlig's "Analyzing Nonlinear Dynamic Stochastic Models Easily." Solved examples and simulations of macroeconomic models.
Rational expectations solutions under structural change (Hatcher 2022, JEDC)
A collection of tools for working with DSGE models in python, inspired by the R package gEcon
Here are the codes for my problem sets in the "Numerical Methods for Economists" course.
I am currently working on the small scale New Keynesian models and using DYNARE to solved for different shock responses of the variables in the model.
Optimal solution computation 💹 for macroeconomic models 🤑 with dynamic programming in python 🐍
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