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abcprecisionsampler

Precision-based sampling from state space models that have no measurement error

acr-lq

LQ is a package of codes to generate a quadratic approximation to the welfare function and solve for the correct first order approximation solution to the optimal policy problem. It also checks the second order conditions.

advancedtimeseries-872

Bayesian methods for time series analysis with code in Julia

bayesian-julia

Bayesian Statistics using Julia and Turing

bayesian-statistics-econometrics

Bayesian Statistics-Econometrics

bayesianestimationdsgemodels

Julia codes for the Bayesian estimation of a 3-equation New Keynesian DSGE model

bvar

R package for Bayesian Vector Autoregression

bvar_om

bvar with om

bvartools

Functions for Bayesian inference of vector autoregressive models

ccf2012-replicationcodes

Replication codes for Chen, H., Cúrdia, V., and Ferrero, A. (2012) ``The Macroeconomic Effects of Large-Scale Asset Purchase Programs.'' The Economic Journal, 122, pp. 289-315.

ccmmoutliervar-code

Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021), Work in Progress

cmmrestat-timevaryinguncertainty

Replication files for Clark, McCracken, and Mertens (2020, REStat)

cw2010-replicationcodes

Replication codes for Cúrdia, V., and M. Woodford (2010). "Credit Spreads and Monetary Policy," Journal of Money, Credit and Banking, 42 (s1), pp. 3-35.

cw2011-replicationcodes

Replication codes for Cúrdia, V., and M. Woodford (2011). "The Central-Bank Balance Sheet as an Instrument of Monetary Policy." Journal of Monetary Economics, 58(1), pp. 54-79.

cw2016-replicationcodes

Replication codes for Cúrdia, V. and Woodford, M. (2016). "Credit Frictions and Optimal Monetary Policy." Journal of Monetary Economics, 84, pp. 30-65.

dsge

simple dsge stuff in python

dsge-sv-affine

Estimation of Macro-Finance DSGE Models with SV and Affine Solution

dsge-svt

An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors

dsge.jl

Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)

econometrics-with-python

Tutorials of econometrics featuring Python programming. This is a crash course for reviewing the most important concepts and techniques of basic econometrics, the theories are presented lightly without hustles of derivation and Python codes are straightforward.

econsieve

Collection of linear & nonlinear (Kalman) Filters for economic models

es123

Support files for the course ES123: Computer Algorithm and Programming Project

financial-frictions-course

This is a PhD course on financial frictions in macroeconomic models. This repository includes all the materials taught and is constantly updated

fulton_statsmodels_2017

State Space Estimation of Time Series Models in Python: Statsmodels

git-novice

Version Control with Git

guide2econra

intprobds.jl

Julia code to accompany https://probability4datascience.com/index.html

intro-bayesian-econometrics

Introduction to Bayesian Econometrics

introduction-to-conda-for-data-scientists

Introduction to Conda for (Data) Scientists

introtojulia

A Deep Introduction to Julia for Data Science and Scientific Computing