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bank-of-colombia-smc

binder-test

bmlib

Bayesian Macroeconometrics C++ Library

cdlatex

Fast input methods for LaTeX environments and math

dolo.jl

Economic modeling in Julia

dsge

simple dsge stuff in python

dsge.jl

Solve and estimate Dynamic Stochastic General Equilibrium models (including the FRBNY DSGE)

dsmh_npsol_package

dsmh that starts with npsol to find local maxima of a heated posterior function

emacs-ipython-notebook

IPython notebook client in Emacs

empirical-implications-of-zlb

Code for "The Empirical Implications of the Interest-Rate Lower Bound"

eph.github.io

personal website

fhp-slides

fortran-conda-recipes

fortran-cpp-timing

fortress

Fortran tools for Bayesian estimation of time series models.

fruitpy

Python interface for the FRUIT Fortran unit testing framework

learning_algorithm

Develop code for solving NK model with learning about the policy rule

ob-ipython

org-babel integration with Jupyter for evaluation of (Python by default) code blocks

partial_estimate

Python code with partial equilibrium model of investment.

particles

Sequential Monte Carlo in python

proxy-svar-smc

Replication code for "Monetary Policy, Credit Spreads, and Business Cycle Fluctuations"

pymc3

Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano

pyvar

A simple python package for VAR models.

short-term-planning-replication

Replication material for the paper "Short-term Planning, Monetary Policy, and Macroeconomic Persistence"

smc-msvar

companion code

statsmodels

Statsmodels: statistical modeling and econometrics in Python

tempered_pf

Companion code for the paper "Tempered Particle Filtering"

zlb-in-julia

Implementation of AER in Julia