Quantitative and Empirical  Macroeconomics​

 Numerical Methods in Macroeconomics

• Computational Economics Course 2020 by Kenneth Judd

• Numerical Methods By Kenneth Judd 

• Quantitative Macroeconomics by Katrin Rabitsch

• Quantitative Macroeconomics at UAB

• Quantitative Methods in Macroeconomics Lenno's Lecture

• Dean Corbae's Notes on Computational Methods and Solutions

• Numerical analysis notes by Alisdair Mckay

• Fabrice Collard's Notes

• Chris Edmond's Notes

• Numerical methods by Marco Maffezzoli

• Karen A. Kopecky's Notes

• Makoto Nakajima's Notes

• Simon Mongey's Notes 

• Gramey's RBC Notes

• Andreas M ̈uller's Notes 

• Pablo Kurlat's book A Course in Modern Macroeconomics

• Zhiwei Xu's Notes

• Computation in Macro - PhD tutorial

• Computational Tools & Macroeconomic Applications Lectures of NBER 

• Resources on Computation Compiled by Gabriel Mihalacheial

Quantitative Macroeconomics

• Dynare Forum and  JohannesPfeifer's Github 

• Quantitative Macroeconomics at NYU  Code at Github

• Fortran for Economist

• Dynare code of Giovanni (Gianni) Lombardo and Gauthier Vermandel; Nerworks DSGE code by Nicolas Scholtes

• Valerio Nispi Landi'  and Nicola Viegi's code for several DSGE models

• Taylor Projection by Oren Levintal

• Value Function Iteration Code in C++

• Endogenous Grid Method by Alexandre Gaillard  and  General Endogenous Grid Method by Jeppe Druedahl and EGM by Fedor Iskhakov's taste shock 

• Sovereign default model with discrete choice methods

• Solution and Estimation Methods for Nonlinear DSGE Models with the Zero Lower Bound

• advanced macroeconomic analysis by JENNIFER LA'O

Structural Estimation in Macroeconomics

• Sangeeta Pratap's Web Page

• Patrick Moran

• Structural Estimation in Accounting and Jeremy Bertomeu

• Microeconometrics and MATLAB: An Introduction and Discrete Choice Methods with Simulation

• Quantitative Spatial Economics by Prof.Esteban Rossi-Hansberg

• Quantitative Urban/Housing Economics by Chamna Yoon and Hyunseung Oh

• Structural Industrial Organization

Applied Macroeconometrics

• Summer School on Bayesian Methods 

• VAR-DSGE website

• Center For Macroeconomics

• Matlab Examples of Ambrogio Cesa-Bianchi 

• Michele Piffer's Notes and Codes

• Information Effects of Monetary Policy by Mark Kerssenfischer

• Andrea Gazzani's high frequency identification of monetary policy shock

• Heterogeneous network effects of US monetary policy by Michael Pfarrhofer

• Bayesian MCMC for estimating DSGE models with stochastic volatility by Dave Rapach

• Monetary Policy Expectations at the Zero Lower Bound

• High dimensional TVP-VAR by Mike Ellington

• Uncertainty shock identifiction by volatility change by Giovanni Caggiano

• A Narrative Approach to a Fiscal DSGE Model by Thorsten Drautzburg

• Networks and Macroeconomic Tail risks by Enghin Atalay

• Quantile Vector Auteregression stress test ; Quantile Impulse response by Montes-Rojas

• global identification in structural vector autoregressions

• counterfactual analysis of impulse response by Georgios Georgiadis

• Nocasting GDP of Benjamin Wong

• Enrique Martínez García's work on monetary policy

  Regime Switching Models

• Stéphane Lhuissier's Regime switching project

• Cho SeongHoon's Regime switching DSGE code

• Jean Barthélemy's endogenous regime switching DSGE

• Markov-Switching filters of Danilo Leiva-León

• Nonlinear Switching model by Jonathan Benchimol

• Hirokuni Iiboshi 's MS-DSGE

• Gianni Amisano's regime swtiching and uncertainty shock

• Uncertain Policy Regime model by Ruoyun Mao

• Andrew Binning's page

  Heterogeneous Agent Models

• Ralph Luetticke's Code on HANK model

• Galo Nuño's Code on continuous HANK model

• Alisdair McKay's Code on HANK model

• Daeha Cho's code on HANK model

• Valerio Pieroni's teaching notes on Heterogeneous agents model

• Gregor Boehl's Python's code on nonlinear estimation of HANK model

• Emrehan Aktug's Websites with codes

• Sebastian Graves's Two-Step Method for Solving Two-Asset Models 

• Bayesian estimation of a heterogeneous agent DSGE model of Jerome Williams 

• Linearized Model Solver for Heterogeneous Agents by SeHyoun

• HANK Model and Input-Output

• HANK and Risk Premia

• Deep Learning based methods for HANK

  Production Networks

• The-Network-Effects-of-Fiscal-Adjustments by Edoardo Briganti

• David Baqaee's Nonlinear Production Networks

• Jorge Miranda-Pinto's empirical projects on Production Networks

• Derek Lemoine's dynamic programming methods on climate change model

• Enrico Mallucci's climate change model

• Climate Change and Bank regulations

  Information Frictions

• Heterogeneous Expectations by William Branch

• Social Learning about Monetary Policy at the Zero-Lower Bound

• Matlab toolbox for Adaptive Learning by Chryssi Giannitsarou

• Subjective Beliefs in Business Cycle Models

                                                                           

                                                                                     Econometrics and Statistics Methods

 Time Series Econometrics

• Econometric Modelling with Time Series

• Elements of Nonlinear Time Series Analysis and Forecasting

• Code for Applied time series for macroeconomics

• David Gabauer's R code for several econometrcs textbooks

• Dynamic time series models by Mengheng LI

• Donggyu Sul Econometrics I & Econometrics II & Econometrics III

• Time-varying Granger causality test of Shuping Shi

• Gallant C++ code for Computational Economics and Econometrics

 Financial Econometrics​

• PhD course in Empirical Asset Pricing of Paul Söderlind

• Fama/MacBeth MATLAB Code of Julian Thimme

• R code to replicate Fama-French factors by Wayne Chang

• Empirical Methods in High Frequency Financial Econometrics by George Tauchen

• Advanced Financial Econometrics by MASSIMO GUIDOLIN

 High dimensional statistics

• Introduction to High-Dimensional statistics

• High-Dimensional Statistics: A Non-Asymptotic Viewpoint

• Afonso S. Bandeira Lecture Note about Mathematics of Data Science

• Lecture Note on high-dimensional statistical models by Alessandro Rinaldo

• Sara van de Geer Empirical Process

 Machine Learning

• Yida Xu's Machine Learning Course Youtube

• Introduction to Machine Learning

• Chen Qiang (陈强) Machine Learning and Advanced Econometrics Course

• Big Data, AI and Analytics of Tomohiro Ando

• Deep Learning in Asset Pricing by Markus Pelger

• Mark Ponder's Julia note and code

                                                                         

                                                                               Mathematical and Economics Lectures

• Real Analysis with Economic Applications

• Econ PhD lecture online

• Markus K. Brunnermeier's Macro Finance Course

• Bernt Arne Ødegaard's Finance Lecture notes

• Financial mathematics lecture note

• UC Berkeley Math course note

• Large Sample Theory of UCLA