MacroModelling.jl workshop

Below you can find the materials for the workshop. These include the notebooks and code starting points used during the workshop. Furthermore, there are the notebooks complete with codes. Note that you can click on Edit or run this notebook to download a Julia .jl file you can work with directly.



Agenda

  1. Introduction · Notebook · Interactive Notebook
  2. Policy Applications I
    1. Migrating to MacroModelling.jl and writing models · Notebook with complete codes · Notebook · Code · Model description: Gali (2015) Chapter 3 · Model dynare mod-file: Gali (2015) Chapter 3
    2. Changing models (Taylor rule and stochastic volatility) · Notebook with complete codes · Notebook · Code · Model description: Smets and Wouters (2003), Gali (2015) Chapter 3
  3. Policy Applications II
    1. Conditional Forecasting · Notebook with complete codes · Notebook · Code · Data · Model description: Smets and Wouters (2003)
    2. Calibration and estimation · Notebook with complete codes · Notebook · Code · Data · Model description: Schorfheide (2000)
  4. How to request features and contribute




© Thore Kockerols 2023