Some examples of solving an economic models in Julia using spectral methods.

A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.

Tiny Julia package to implement CES (constant elasticity of substitution) functions

A unified framework to solve and analyze heterogeneous-agent macro models.

Sample Codes for the Course "Computations and Quantitative Models in Macro" by Alex Monge at the EUI, Florence

WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians

A collection of Dynare models

Information and material for Columbia MA Math Camp 2021

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

Class Materials for 47-809 Computational Methods for Economics at Carnegie Mellon

Provides methods for a linear Gaussian State Space model such as filtering (Kalman filter), smoothing (Kalman smoother), forecasting, likelihood evaluation, and estimation of hyperparameters (Maxim…

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

A short course on Julia and open-source software development