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4quadrants

4 Quadrants of Dynamic Optimization

aiyagarihousing

This is the project with Ilja, Luisa and Irene on housing in a heterogeneous agent model.

archmodels.jl

A Julia package for estimating ARMA-GARCH models.

azev77

azev77.github.io

clmmjuliapythonmatlab

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

compare-did-estimators

distributionalforecasts.jl

Code accompanying the Anatolyev, S. and Baruník, J., (2019). Forecasting dynamic return distributions based on ordered binary choice. International Journal of Forecasting, 35(3), pp.823-835

distributions.jl

A Julia package for probability distributions and associated functions.

doubleml-for-r

DoubleML - Double Machine Learning in R

econometrics

Econometrics Codes: Matlab, R, Julia and Python

emh

An R Package for testing the Efficient Market Hypothesis

erp

Creates first principal component of many equity risk premium models

infiniteopt.jl

An intuitive modeling interface for infinite-dimensional optimization problems.

invariantcausalprediction.jl

Invariant Causal Prediction in pure Julia

julia-cheat-sheet

Julia v1.0 Cheat Sheet

learnxinyminutes-docs

Code documentation written as code! How novel and totally my idea!

lecture-source-jl

Source files for "Lectures in Quantitative Economics" -- Julia version

lsmc-option-pricing-in-julia

This repo focuses on LSMC option pricing in Julia

macromodelling.jl

Macros and functions to work with DSGE models.

mankiwromerweil_replication_stat521_spring2011

R Code to replicate Mankiw, Romer, and Weil (A Contribution to the Empirics of Economic Growth, 1992)

ml-credit

mlfactor.github.io

Website dedicated to a book on machine learning for factor investing

mlinference

quantecon.cheatsheet

A cheatsheet for Python and Julia

radio_free_julia

I take Matlab code from well known economists and rewrite it in Julia.

rbc_3ways

I solve the RBC model using 3 methods: value function iteration, projection and perturbation.

simple_models_julia

Julia codes for "Simple Models and Biased Forecasts," by Pooya Molavi

solve_generic_hjb_kfe

Julia code to solve generic HJBs & KFEs

solvedsge.jl

A Julia package to solve DSGE models