Computer programs I've written, some data, and links to sites (or people) I've found useful will go here.
## CodesChebyshev collocationSuite of programs for solving a model with EZ preferences, first-order risk aversion, habit formation and capital adjustment costs. Based on the approach described by Dario Caldara, Jesus Fernandez-Villaverde, Juan Rubio-Ramirez and Yao Wen in this paper. For now, everything's in one big zip file: Risk-habit-paper-codes.zip. Chain aggregationSome code I use all the time is this simple Matlab function to calculate chain-aggregated price or quantity indices, given data on prices and real quantities for a collection of goods.
Download: fisher.m
Markov chain approximation of AR(1) processesHere is Matlab code that implements Geert Rouwenhorst's method for approximating AR(1) processes with finite state Markov chains, from Geert's chapter in Cooley & Prescott (PDF available here; warning > 6MB). Kopecky and Suen have a recent paper in RED vol. 13, arguing for the superiority of Rouwenhorst's method over the more commonly used Tauchen method, particularly when one wishes to approximate a highly persistent process.
Download: geert.m
(Non-economics) Find the date of Eastern Orthodox Easter for a given yearThese are just a few lines of code that implement Gauss's algorithm for calculating the date Eastern Orthodox Easter falls on, for any given year (within some bounds, not binding for our lifetimes).
Note: A much more articulated Western Easter calculator is available here. I like it especially for the following lines of code:
L=Year-33;
if L(L<0) error('Warning: There is not Easter before Crucifixion of Jesus') end Download: easter.m
## DataSome data will go here, or at least links to some that I've had a hand in. By and large, though, as I once heard a very prominent theorist say in a seminar, "I do most of my empirical work at the photocopier." For now, though, here is a favorite of mine, the Board of Governors' K.8 release: Holidays of the Federal Reserve System 2013-2017 ## LinksSoftwareThere is so much high-quality open source software available these days. Here are some of my favorites: TeXstudio - My favorite LaTeX editor. (I also like KDE's Kile,but it's buggy if you're running it on a Windows machine. It's great on Linux.) Octave - Matlab is nice, but Octave is free! Gretl - Great open source econometrics package
JabRef - A really nice BibTeX manager. I especially like its online search features (for example, you can search Google scholar for a reference and it will grab all the BibTeX fields for you). There is also a plugin that will allow you to push citations to TeXstudio (and other LaTeX front-ends). ## Co-authors |

Economics >