IRIS is an open-source toolbox for macroeconomic modelling and forecasting, by J. Benes (IMF).
Cointegration: Develop models containing cointegrating relations
Discovery page covering GARCH modeling in MATLAB
A concise two page list of often used matlab functions, tips and tricks.
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.
Major enhancement to Econometrics Toolbox including Cointegration