Econometrics Packages
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DSGE.jl864Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
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QuantEcon.jl504Julia implementation of QuantEcon routines
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MarketTechnicals.jl127Technical analysis of financial time series in Julia
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Dynare.jl86A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.
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SMM.jl79Simulated Method of Moments for Julia
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Econometrics.jl69Econometrics in Julia
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FredData.jl62Pull data from Federal Reserve Economic Data (FRED) directly into Julia
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Dolo.jl57Economic modeling in Julia
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Expectations.jl57Expectation operators for Distributions.jl objects
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GARCH.jl13Julia GARCH package
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Gensys.jl5A Julia version of Gensys (Sims 2000)
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Loss.jl4Loss functions
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RuinProbability.jl0For calculating the ruin probability with real data under different claims models
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