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A Chinese Translation of Stanford CS229 notes 斯坦福机器学习CS229课程讲义的中文翻译
Bitcoin price prediction algorithm using bayesian regression techniques
Machine Learning by Andrew Ng from Coursera
Solution and estimation of Markov Switching Rational Expectations / DSGE Models
Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
Code repository for the critical data book
2018-2019 Quantitative Macroeconomics, UAB
Bayesian Data Analysis demos for Matlab/Octave
A toolkit for implementing occasionally binding constraints in Dynare.
This code solves the Krusell-Smith model in two ways: Perturbation and MIT shock. More details on the model and the solution approach can be found in the paper: Christian Bayer, Ralph Luetticke (20…
Julia Tutorial Materials for the Grid Science Tools
Teaching materials from DSE2019 summer school at Chicago Booth
Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)
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 fo…
A MATLAB Toolbox for Solving Markov Decision Problems with Dynamic Programming
Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andrea Tambalotti, presented at Brookings in March 2017
Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"
This repository contains the material I use to teach the TA sections for the first-year PhD Macroeconomics course at Boston University (EC702).
The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Panel Data”
Barcelona GSE Macroeconometrics Summer School 2018 course
Code for Vector Quantile Regression (Carlier, Chernozhukov, Galichon, Annals of Statistics, 2016)
Functions and scripts associated with the book Microdata and MATLAB (Adams, Clarke, Quinn)
Dynare Summer School 2018 material
User-written MATLAB code/solutions for the chapter exercises in Microeconometrics and MATLAB: An Introduction by Adams, Clarke and Quinn (2015). Solutions are unverified and sometimes incomplete. A…
Barcelona GSE Macroeconometrics Summer School 2018 course