yuchengz-fin Goto Github PK

asset_pricing_code

bcf-workshop

Materials for the mini-course on deep learning and macro-finance.

bda_m_demos

Bayesian Data Analysis demos for Matlab/Octave

bda_r_demos

Bayesian Data Analysis demos for R

causaldata

Packages of Example Data for The Effect

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).

computational-methods-in-macro

PhD level course on advanved macro models dealing with agent heterogeneity.

covid-19

Novel Coronavirus (COVID-19) Cases, provided by JHU CSSE

data-cleans

This repo has code to do primary data cleaning for Compustat / Crsp from WRDS

dsge_mod

A collection of Dynare models

ec525s19

example-scripts

A repository of academic resources to help make use of the Facebook Social Connectedness Index data.

financial-frictions

Interactive guide to Fernández-Villaverde, Hurtado, and Nuño (2019): "Financial Frictions and the Wealth Distribution".

financial-models-numerical-methods

Collection of notebooks about quantitative finance, with interactive python code.

intangiblevalue

julia-bootcamp-2022

lectures

Lecture notes for EC 607

macro_ml

Course Website on Macroeconomic Analysis with Machine Learning and Big Data

math-for-macro

This repository contains the material for a one-week graduate course on mathematical methods for macroeconomics.

mfap

Macroeconomic Foundations for Asset Prices, an undergrad course at NYU

mixtape_learnr

modern-bayes

Modern Bayesian statistics, STA 360/602, Duke University, Department of Statistical Science

mpr

Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"

numerical_continuous_time

numericalmethods

website for numerical methods course

phact

python_julia_structural_behavioral_economics

Python and Julia Code for Structural Behavioral Economics

r-coding-sample