Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
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Updated
Nov 6, 2024 - Julia
Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
Macros and functions to work with DSGE models.
Bayesian Macroeconometrics in R
Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
Course on Macroeconometrics (graduate level)
A toolkit for implementing occasionally binding constraints in Dynare.
Course on Quantitative Macroeconomics (Master/PhD level)
Calibrate, estimate and analyze linearized DSGE models.
Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
Linearize dynamic economic models around their stochastic steady state
Notes on Dynamic Stochastic General Equilibrium models
Bayesian Macroeconometrics C++ Library
Replication code for checking identification in nonlinear pruned DSGE models with Gaussian or Student's t distributed errors
This is a mirror of https://github.com/FRBNY-DSGE/DSGE.jl
Replication files for "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models"
Perturbation toolbox to solve DSGE models with Matlab
Fork of Computational Macro course by Jesse Perla
Solving simple DSGE models in Julia
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