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gnar_code

Code for the GNAR model (by Xuening Zhu).

gogarch

Generalized Orthogonal GARCH (GO-GARCH) models

golosov-sargent-bgp

This repository stores the code for the Golosov-Sargent-BGP problem

graduate_level_econometrics

gramm

Gramm is a complete data visualization toolbox for Matlab. It provides an easy to use and high-level interface to produce publication-quality plots of complex data with varied statistical visualizations. Gramm is inspired by R's ggplot2 library.

graphical-lasso-in-finance

Implementations of the graphical lasso method to estimation of covariance matrices in finance.

gravity-estimation

Estimates parameters of EK(2002) or Waugh(2010) via STATA and computes bilateral trade flows via simmulation

greedyalgos

gspbox

Graph Signal Processing in Matlab

gssa

gssa-1

The folder “GSSA_Two_Models” contains MATLAB software for generalized stochastic-simulation algorithm (GSSA) accompanying the article "Numerically Stable and Accurate Stochastic Simulation Approaches for Solving Dynamic Economic Models" by Kenneth L. Judd, Lilia Maliar and Serguei Maliar, published in Quantitative Economics (2011), 2/2, 173–210.

gt

Easily generate information-rich, publication-quality tables from R

habit-models-advanced-asset-pricing

hadsge

Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.

hagedorn-law-manovskii-2017

replication kit for HLM Econometrica 2016

handson-ml2

A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in Python using Scikit-Learn, Keras and TensorFlow 2.

hank

Replication of Heterogeneous Agent New Keynesian (HANK) model in MATLAB

hank_businesscycleandinequality

hank_ori

Original Files

hanksome

Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International Economics, Volume 124, May 2020, 103303

hark

Heterogenous Agents Resources & toolKit

hayashir

R Companion to the textbook "Econometrics" by Fumio Hayashi

hello-world

heston

Option pricing function for the Heston model based on the implementation by Christian Kahl, Peter Jäckel and Roger Lord. Includes Black-Scholes-Merton option pricing and implied volatility estimation. No Financial Toolbox required.

hetagentsaggshocks

Demonstration of the Reiter method for solving models with heterogeneous agents and aggregate shocks in general equilibrium. Solves a simple model of firm investment with persistent aggregate and idiosyncratic productivity shocks. UPDATE: Consider looking at https://github.com/jeromematthewcelestine/hadsge for Reiter-method code instead.

heteroagents

Some codes for heterogeneous agent models

heterogeneous-agents

Collection of codes for heterogeneous agents economies.

heterogeneousagentmodels

A collection of heterogenous agent models solved in python

heterogeneouspreferencesolg

heterogenous-agents-time-invariant

This code solves an endowment economy with heterogenous agents but the distribution is time-invariant.