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updated 3 months ago

transition_matrix.m by Sarunas Girdenas

This code extracts transition matrices from dynare output for a convenient use (dynare, macroeconomics)

transition_matrix(oo_)

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updated 11 months ago

Import PWT Version 8.0 by Yvan Lengwiler

Downloads the 'Penn World Table' from the web and places the information into a Matlab variable. (economics, database, macroeconomics)

ImportPWT(varargin)

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updated 2 years ago

Automatic Solution and Log Linearisation of DSGE Models by Tom Holden

Code to analytically log linearise DSGE models in Matlab. Requires the symbolic toolbox. (dsge, economics, macroeconomics)

LogLin.m

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updated 2 years ago

A small structural VAR package for impulse response analysis by Paolo Zagaglia

This package computes impulse responses with Monte-Carlo confidence bands for a structural VAR. (macroeconomics, applied econometrics, vector autoregression...)

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irf(Bcomp, VC_eps, IRhoriz, IRtype, sizesho, ispl);

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updated 4 years ago

Using MATLAB to Develop Macroeconomic Models by Bob Taylor

Analyze a stylized version of the Smets-Wouters model for the United States economy. (econometrics, macroeconomics, time series analysis)

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