Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)

GCAM -- The Global Change Analysis Model

Creating interactive R Problem Sets. Automatic hints and solution checks. (Shiny or RStudio)

Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.

🔃 Cybernetics Reading Club

Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.

Agent-based computational Finance

Online research made easy

📚 Books everyone should read!

Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.

Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables

A curated collection of links for economists

Books worth spreading

Foundation is a flexible, modular, and composable framework to model socio-economic behaviors and dynamics with both agents and governments. This framework can be used in conjunction with reinforcement learning to learn optimal economic policies, as done by the AI Economist (https://www.einstein.ai/the-ai-economist).

Research by Carlos Góes

Python Interface to econdb.com API

Microeconometric estimation in Julia

Applied Econometrics Library for Python