Solution and estimation of Markov Switching Rational Expectations / DSGE Models

Materials for replicating the results in "Bayesian Causal Forests for Multivariate Outcomes: Application to Irish Data From an International Large Scale Education Assessment."

Implementation of GP-BART algorithm.

Spatial Multivariate Trees for Big Data Bayesian Regression

Implementation of the suBART.

Bayesian Additive Vector Autoregression Trees

Soft Bayesian Additive Regression Trees with Model Trees

R scripts and data sets that can be used to reproduce the results presented in the paper "Bayesian additive regression trees with model trees". Statistics and Computing 31, 20 (2021).

R Implementation of Bayesian Additive Semi-Structured Regression Trees (BAMDT).

Training material for the VU HPC course

Contains all course materials from the HPML group

Slides for Seattle University Course on Data Communications

This repository contains the official implementation of Kukacka and Sacht (JEDC, 2023): Estimation of heuristic switching in behavioral macroeconomic models

Codes to accompany the paper "Matlab, Python, Julia: What to Choose in Economics?" by Chase Coleman, Spencer Lyon, Lilia Maliar, and Serguei Maliar

MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"

Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Dask, Flink and DataFlow

Solve dynamic programming problems in economics and finance on a quantum annealer.

Source content for the Qiskit Textbook

Jupyter notebooks illustrating solutions to computational macroeconomic problems

Empirical Bayes Mixtape Session taught by Christopher Walters

A reinforcement learning approach to a basic RBC model

Solution to Macroeconomic Models using Python

📕 Proof-Based Math Readings is a free, independent online reading group where we study the mathematics required for economics master’s and PhD programs through an intuitive approach. Active since M…

Julia codes for the Bayesian estimation of a 3-equation New Keynesian DSGE model

Class Materials for 47-809 Computational Methods for Economics at Carnegie Mellon