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applied_metrics

A PhD course in Applied Econometrics and Panel Data

benchmarkingml

bmr

Bayesian Macroeconometrics in R

bootcamp2018

Repository of syllabi, lecture notes, Jupyter notebooks, code, and problem sets for OSM Lab Boot Camp 2018

bootcamp2019

Repository of syllabi, lecture notes, Jupyter notebooks, code, and problem sets for OSE Lab Boot Camp 2019

clmmjuliapythonmatlab

Codes to accompany the paper "Matlab, Python, Julia: What to Choose in Economics?" by Chase Coleman, Spencer Lyon, Lilia Maliar, and Serguei Maliar

comparison-programming-languages-economics

A Comparison of Programming Languages in Economics

compecon

CompEcon is a set of MATLAB functions for solving a variety of problems in economics and finance. The library functions include rootfinding and optimization solvers, a integrated set of routines for function approximation using polynomial, splines and other functional families, a set of numerical integration routines for general functions and for common probability distributions, general solvers for Ordinary Differential Equations (both initial and boundary value problems), routines for solving discrete and continuous time dynamic programming problems, and a general solver for financial derivatives (bonds, futures, options).

compecon.jl

Julia versions of the CompEcon routines by Miranda and Fackler.

dcegm

Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)

dse2019

Teaching materials from DSE2019 summer school at Chicago Booth

dsge_mod

A collection of Dynare models

econpdes.jl

Solve semi-linear parabolic PDEs

grad-io

Graduate Empirical Industrial Organization

julia-dataframes-tutorial

A tutorial on Julia DataFrames package

julia-on-colab

Notebook for running Julia on Google Colab

lectures

Lecture notes for EC 607

micro-metrics

This is a 2nd Year PhD Course In Micro-econometrics

numerical_continuous_time

phd_macro_course_western

Repository for the Advanced Macroeconomics II course of Western University

rdeu

Replication Codes for "Random Discounted Expected Utility" by Jose Apesteguia, Miguel A. Ballester, and Ángelo Gutiérrez-Daza

sequence-jacobian

Interactive guide to Auclert, Bardóczy, Rognlie, and Straub (2019): "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models".

statespacemodels.jl

StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.

statswithjuliabook

structest_w19

MACS 40200 (Winter 2019): Structural Estimation

vfitoolkit-matlab

A Matlab Toolkit for Macroeconomic Models using Value Function Iteration

webinars

Code and slides for RStudio webinars