tholden/gmmtbx

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Created about 9 years ago
Updated over 6 years ago

tholden/gmmtbx

tholden

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An updated version of Kostas N. Kyriakoulis's GMM Toolbox for MATLAB

dynareOBC

A toolkit for implementing occasionally binding constraints in Dynare.

DoubleDouble

A MATLAB library for extended ("double double") precision, giving close to quad precision.

MONROE-DSGE

The DSGE model with endogenous growth created by Tom Holden and Shifu Jiang as part of the MONROE project.

ParallelFastNonLinearACD

A parallel version of Loshchilov, Schoenauer and Sebag's (2012) adaptive coordinate descent algorithm for non-linear optimization

EST-NLSS

Non-linear state space estimation with an extended-skew-t distribution approximation to the state distribution.

AVSConvolutionFilter

Archived code for an efficient convolution filter for the AVS visualization system. Written in 2002. Forgive the ugly code. I was still a teenager!

DynareRemoveLocalVariables

An alternative preprocessor to remove model local variables from a .mod file.

particles

dates

Matlab/Octave class for handling dates in Dynare

NonBalancedGrowth

Code for the paper "Trends and cycles without balanced growth".

MatlabSetAffinity

Sets processor affinity for MATLAB workers

DynamicSpatialModel

Code for the paper tentatively titled "Business Cycles in Space".

DynareTransformationEngine

A set of mod files for automatically transforming variables and adding shocks. See Example.mod for sample usage.

DynareBugs

Various examples of current DynareBugs

tholden.github.io

The source code for my website.

CatchUpCycles

Code for the paper tentatively titled "Catch-up cycles".