Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
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Updated
Sep 8, 2024 - Julia
Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
Macros and functions to work with DSGE models.
A toolkit for implementing occasionally binding constraints in Dynare.
Calibrate, estimate and analyze linearized DSGE models.
Course on Quantitative Macroeconomics (Master/PhD level)
Econometrics lecture notes with examples using the Julia language
Bayesian Estimation of Loss Aversion in Regime-Switching DSGE
Linearize dynamic economic models around their stochastic steady state
Bayesian Macroeconometrics in R
Replication code for checking identification in nonlinear pruned DSGE models with Gaussian or Student's t distributed errors
Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
Course on Macroeconometrics (graduate level)
Replication files for "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models"
Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
This is a mirror of https://github.com/FRBNY-DSGE/DSGE.jl
Perturbation toolbox to solve DSGE models with Matlab
Artigo produzido na discplinada de Macroeconomia 2 no Doutorado de Economia da UERJ em conjunto com a Prof.Dr. Daiane Santos.
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