Repositories list

• ModelConstructors.jl

  Public
  Build custom model types for estimation.

  modelingmodelseconomics+ 2

  modelingmodelseconomicseconometricseconomics-models

  Julia

  •

  BSD 3-Clause "New" or "Revised" License

  •1212 forks•1212 stars•11 issue•66 pull requests•Updated Jun 24, 2026Jun 24, 2026

• SMC.jl

  Public
  Sequential Monte Carlo algorithm for approximation of posterior distributions.

  time-serieseconomicseconometrics+ 5

  time-serieseconomicseconometricsbayesian-inferencemcmconline-algorithmssequential-monte-carloadaptive-algorithm

  Julia

  •

  BSD 3-Clause "New" or "Revised" License

  •2222 forks•7575 stars•00 issues•55 pull requests•Updated Jun 24, 2026Jun 24, 2026

• StateSpaceRoutines.jl

  Public
  Package implementing common state-space routines.

  filterskalman-filtersmoother+ 3

  filterskalman-filtersmootherstate-space-modelskalman-smoothertempered-particle-filtering

  Julia

  •

  BSD 3-Clause "New" or "Revised" License

  •3535 forks•8989 stars•00 issues•00 pull requests•Updated Jun 24, 2026Jun 24, 2026

• DSGE.jl

  Public
  Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)

  economicsdynamical-systemsbayesian-inference+ 3

  economicsdynamical-systemsbayesian-inferencestatistical-modelsdsgemacroeconomics

  Julia

  •

  BSD 3-Clause "New" or "Revised" License

  •240240 forks•948948 stars•22 issues•116116 pull requests•Updated Jun 18, 2026Jun 18, 2026

• rstarBrookings2017

  Public
  Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andrea Tambalotti, presented…

  MATLAB

  •

  BSD 3-Clause "New" or "Revised" License

  •3030 forks•3535 stars•11 issue•00 pull requests•Updated Jun 17, 2026Jun 17, 2026

• rstarGlobal-18countries

  Public
  MATLAB

  •

  BSD 3-Clause "New" or "Revised" License

  •1010 forks•22 stars•00 issues•00 pull requests•Updated Feb 3, 2026Feb 3, 2026

• HANK_Tradeoffs_Paper

  Public
  This repository contains code used for production of results in the 2025 paper "Tradeoffs for the Poor, Divine Coincidence for the Rich."

  MATLAB

  •00 forks•11 star•00 issues•00 pull requests•Updated Sep 4, 2025Sep 4, 2025

• SSJ.jl

  Public
  The SSJ.jl package is based on the toolkit from the paper "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models" by Auclert et al.…

  Julia

  •

  BSD 3-Clause "New" or "Revised" License

  •00 forks•77 stars•00 issues•00 pull requests•Updated Aug 1, 2025Aug 1, 2025

• Estimating_HANK

  Public
  Contains code used for production of results in the 2023 paper "Estimating HANK For Central Banks"

  Julia

  •22 forks•55 stars•22 issues•00 pull requests•Updated Jun 25, 2024Jun 25, 2024

• CEF_2017_Workshop

  Public
  Code and teaching material for "Modeling with Julia -- with an Application to the New York Fed DSGE", a workshop at CEF 2017

  Jupyter Notebook

  •1616 forks•2424 stars•00 issues•11 pull request•Updated Sep 12, 2022Sep 12, 2022

• DynamicPooling

  Public
  MATLAB

  •

  BSD 3-Clause "New" or "Revised" License

  •33 forks•33 stars•00 issues•00 pull requests•Updated Dec 10, 2021Dec 10, 2021

• Replication-of-Online-Estimation-of-DSGE-Models

  Public
  Julia

  •1919 forks•1717 stars•00 issues•00 pull requests•Updated Oct 20, 2021Oct 20, 2021

• HANK_BusinessCycleAndInequality

  Public
  Julia

  •

  GNU General Public License v3.0

  •4141 forks•44 stars•00 issues•00 pull requests•Updated Apr 29, 2021Apr 29, 2021

• BrookingsPC2020

  Public
  Julia

  •1313 forks•1313 stars•00 issues•00 pull requests•Updated Apr 16, 2021Apr 16, 2021

• IADB_2017_Workshop

  Public
  Code and teaching material for "Macroeconomic Modeling with Julia", a workshop given for the IADB at the Central Bank of Argentina in 2017

  Jupyter Notebook

  •1212 forks•1212 stars•00 issues•00 pull requests•Updated Aug 14, 2019Aug 14, 2019

• DSGE-2015-Apr

  Public
  Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"

  MATLAB

  •2424 forks•3030 stars•33 issues•11 pull request•Updated Aug 14, 2019Aug 14, 2019

• DSGE-2014-Sep

  Public
  Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"

  MATLAB

  •99 forks•1818 stars•00 issues•00 pull requests•Updated Aug 14, 2019Aug 14, 2019