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updated 6 months ago

Import PWT Version 8.0 by Yvan Lengwiler

Yvan Lengwiler

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


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updated 9 months ago

transition_matrix.m by Sarunas Girdenas

Sarunas Girdenas

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


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updated 2 years ago

Automatic Solution and Log Linearisation of DSGE Models by Tom Holden

Tom Holden

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


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updated 3 years ago

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

Paolo Zagaglia

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



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

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updated 5 years ago

Using MATLAB to Develop Macroeconomic Models by Bob Taylor

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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