Name: Tom Holden
Type: User
Company: Deutsche Bundesbank
Bio: All views are my own personal opinions and do not reflect the opinion of the Bundesbank, the Eurosystem, or its staff.
Twitter: t_holden
Location: Frankfurt am Main, Germany
Blog: https://www.tholden.org/
Tom Holden's Projects
Matlab Algorithmic Differentiation Toolbox
Archived code for an efficient convolution filter for the AVS visualization system. Written in 2002. Forgive the ugly code. I was still a teenager!
Code for the paper tentatively titled "Catch-up cycles".
A Comparison of Programming Languages in Economics
Matlab/Octave class for handling dates in Dynare
A MATLAB library for extended ("double double") precision, giving close to quad precision.
Matlab/Octave class for handling time series in Dynare
Code for the paper tentatively titled "Business Cycles in Space".
Dynare: a platform for handling a wide class of economic models
Dynare cross compilation for windows target
Various examples of current DynareBugs
A toolkit for implementing occasionally binding constraints in Dynare.
An alternative preprocessor to remove model local variables from a .mod file.
A set of mod files for automatically transforming variables and adding shocks. See Example.mod for sample usage.
EigTool is open MATLAB software for analyzing eigenvalues, pseudospectra, and related spectral properties of matrices.
Non-linear state space estimation with an extended-skew-t distribution approximation to the state distribution.
A MATLAB toolbox for exporting publication quality figures
For pulling current and vintage date from FRED and ALFRED API
An updated version of Kostas N. Kyriakoulis's GMM Toolbox for MATLAB
www.jennyholden.co.uk
Sets processor affinity for MATLAB workers
:triangular_ruler: Jekyll theme for building a personal site, blog, project documentation, or portfolio.
The DSGE model with endogenous growth created by Tom Holden and Shifu Jiang as part of the MONROE project.
nlma for Dynare
Code for the paper "Trends and cycles without balanced growth".
OPTI Toolbox
A parallel version of Loshchilov, Schoenauer and Sebag's (2012) adaptive coordinate descent algorithm for non-linear optimization
Ranks NFL and College Football teams using Poisson regression in MATLAB