dynamicprogramming-structuralestimation Goto Github PK

econ_dynamic_programming

Dynamic programming in economics.

empiricalfinancephd

Empirical Finance Course (PhD, Julia code)

estimating-dynamic-corporate

Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"

fall-2020

fall-2021

financial-frictions

Interactive guide to Fernández-Villaverde, Hurtado, and Nuño (2019): "Financial Frictions and the Wealth Distribution".

financialeconometrics

Financial Econometrics (MSc, Julia code)

financialtheorymsc

Financial Theory Course (MSc, Julia code)

fvfi_intro

Introduction to Value Function Iteration

gertlerkiyotaki2015

Solution to model of Gertler and Kiyotaki (AER, 2015)

gmmprocesses

Estimate processes using GMM

growthmodels

This is a repository that contains solutions to many growth models that are of the same class.

hactproject_julia

Describes and solves some simple HACT models in Julia. The notes and code is modified and translated from Benjamin Moll's notes and codes: http://www.princeton.edu/~moll/notes.htm and http://www.princeton.edu/~moll/HACTproject.htm).

hadsge

Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.

hansen-rbc-with-vfi

Hansen's RBC model, with value function iteration

hetagentsaggshocks

Demonstration of the Reiter method for solving models with heterogeneous agents and aggregate shocks in general equilibrium. Solves a simple model of firm investment with persistent aggregate and idiosyncratic productivity shocks. UPDATE: Consider looking at https://github.com/jeromematthewcelestine/hadsge for Reiter-method code instead.

innovation-productivity-and-monetary-policy

Replication materials for "Innovation, Productivity, and Monetary Policy" by Moran and Queralto (2018)

julia-bootcamp

julia-dataframes-tutorial

A tutorial on Julia DataFrames package

julia-for-computational-economics

Provides sample code comparing Julia's performance with other languages used by economists.

julia-lifecyclemodel

Simple life cycle model following Costa Dias and O'Dea

julia_macro

Macroeconomics using Julia for my practice

juliacourse

juliadatascience

Book on Julia for Data Science

juliatutorial

Julia Tutorial for Finance and Econometrics Students

jupyter_notebooks

Jupyter notebooks illustrating solutions to computational macroeconomic problems

knowledgediffusionsimulations.jl

Simulations for Models of Knowledge Diffusion/Idea Flows with exogenous innovation/adoption and finite numbers of agents

krusell_smith_code

Code for the Krusell--Smith model

landuse.jl

Julia code for our paper

largescaleolgmodel

Computation of a large-scale overlapping generations model from Chapter 10 of Heer/Maussner (2009), 'Dynamic General Equilibrium Modeling': Code available in PYTHON