IRIS is an open-source toolbox for macroeconomic modelling and forecasting, by J. Benes (IMF).
This page demonstrates how to implement Econometric Techniques in MATLAB
Code and resources for DSGE model analysis with MATLAB
Toolbox to handle a wide class of models, including DSGE and OLG.
Cointegration: Develop models containing cointegrating relations
Major enhancement to Econometrics Toolbox including Cointegration
Discovery page covering GARCH modeling in MATLAB
A concise two page list of often used matlab functions, tips and tricks.