Stars
Macros and functions to work with DSGE models.
A Computer Science Curriculum with Rust flavor!
How to train a neural ODE for time series/weather forecasting
Minimalist LaTeX template for academic papers
Local projection methods for impulse response estimation
A Julia package for solving heterogenous-agent economic models using reinforcement learning
A best-efforts collection of open-sourced macroeconomic models run by central banks and other official sector agencies (ie, ministries of economy)
snunnari / structural_behavioral_economics
Forked from MassimilianoPozzi/python_julia_structural_behavioral_economicsPython and Julia Code for Structural Behavioral Economics
Tufte-style beamer template with Julia integration
Concise and beautiful algorithms written in Julia
A solver for Linear Rational Expectation Models
Replication of McKay, Nakamura, and Steinsson (2016)
This is a PhD course on financial frictions in macroeconomic models. This repository includes all the materials taught and is constantly updated
Econometrics lecture notes with examples using the Julia language
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation for Julia.
Repo for Yale Applied Empirical Methods PHD Course
A Julia package for estimating ARMA-GARCH models.
A Julia implementation of basic tools for time series analysis compatible with incomplete data.
Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
A Julia package to solve, simulate, and analyze nonlinear DSGE models.
My "Foundations of Computational Economics" course
A Diamond-Dybvig style simulation of bank runs, written in Python by Christian Yenko and Bruno Peynetti.
Luke Stein's summary notes from the Stanford graduate economics core
Class materials for "Economics, Causality, and Analytics"