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

Macros and functions to work with DSGE models.

A Julia package to solve, simulate, and analyze nonlinear DSGE models.

A fast and modular Julia implementation of the macroeconomic ABM of [Poledna et al., European Economic Review (2023)]

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

A Package for Solving Dynamic Rational Inattention Problems

Linearize dynamic economic models around their stochastic steady state

A fast and simple to use Julia implementation of the macroeconomic model described in [Assenza, Delli Gatti, Grazzini (2015)]

Replication files for "On the Black-White Gaps in Labor Supply and Earnings over the Lifecycle in the US" by Christopher Rauh and Arnau Valladares-Esteban.

General equilibrium heterogeneous agents life cycle model, coded in Julia.

Code to solve some well-known models in macroeconomics.

Replications of macroeconomic models of unemployment in Julia.

Macroeconomics notebooks for a beginning-graduate level course at the LSE, taught by Matthias Doepke and Silvana Tenreyro; Dockerized for Binder

Routines to solve Rational Expectation models in Julia

Julia code for "No Credit, No Gain: Trade Liberalization Dynamics, Production Inputs, and Financial Development" [Under Construction]

Replication kit for "Asset Prices in a Huggett Economy" Krusell, Mukoyama, Smith

Generic solver for the optimal neoclassical growth model, using the value function iteration (VFI) method. Currently accepts single factor of production K (i.e. L = 1 ), and single output good. Contains plotting and optimal path generation capabilities.

Modeling Large-scale OLG models with Julia

SMM for project "Destructive Innovations and Productivity Gap" (with Yang Ming)