Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
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Updated
Apr 8, 2022 - MATLAB
Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
Course on Macroeconometrics (graduate level)
A toolkit for implementing occasionally binding constraints in Dynare.
Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
Replication code for checking identification in nonlinear pruned DSGE models with Gaussian or Student's t distributed errors
Replication files for "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models"
Perturbation toolbox to solve DSGE models with Matlab
A MATLAB implementation of the DSGE (Dynamic Stochastic General Equilibrium) model with investment funds and macroprudential regulation, based on the ECB Working Paper No. 2695.
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