Python Port of Mixed Frequency State Space toolbox

Python port of Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andrea Tambalotti, presented at Brookings in March 2017.

Materials for the mini-course on deep learning and macro-finance.

Code for the Spring 2022 heterogeneous-agent macro workshop

Solve forward-looking PDEs (e.g. HJB equations).

A best-efforts collection of open-sourced macroeconomic models run by central banks and other official sector agencies (ie, ministries of economy)

Templates of all kind

Keeping track of what is going on with the latest DiD innovations.

Tutorial on the Mercury Computing Cluster

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

Repo for Yale Applied Empirical Methods PHD Course

Code for 'Recovering Network Structure from Aggregated Relational Data Using Penalized Regression'

website for numerical methods course

Bayesian Data Analysis course at Aalto

Income Accounting

Lecture notes for EC 607

Website dedicated to a book on machine learning for factor investing