Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
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Updated
Dec 11, 2024 - Julia
Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
Source files of the course "Mathematics for Macroeconomics"
A best-efforts collection of open-sourced macroeconomic models run by central banks and other official sector agencies (ie, ministries of economy)
Python Nowcasting
Course Website on Macroeconomic Analysis with Machine Learning and Big Data
Source files of the course "Intermediate Macroeconomics"
Macros and functions to work with DSGE models.
A Matlab Toolkit for Macroeconomic Models using Value Function Iteration
A Julia package to solve, simulate, and analyze nonlinear DSGE models.
Source code and assets of pascalmichaillat.org
Repository for OSM Lab Boot Camp 2017
Course on Quantitative Macroeconomics (Master/PhD level)
A fast and modular Julia implementation of the macroeconomic ABM of [Poledna et al., European Economic Review (2023)]
Algorithmic game theory, recursive macroeconomics, machine learning for econometrics
Portal for the course "Economic Slack" [ECON 221B] at UCSC in Winter 2024
A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material is included.
Python client to read IMF World Economic Outlook (WEO) dataset as pandas dataframe.
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