This is your work, valued

Frankfurt am Main, Germany

Tom Holden

Expert
@tholden

All views are my own personal opinions and do not reflect the opinion of the Bundesbank, the Eurosystem, or its staff.

www.tholden.org/

dynareOBC. A toolkit for implementing occasionally binding constraints in Dynare.

48

DoubleDouble. A MATLAB library for extended ("double double") precision, giving close to quad precision.

13

gmmtbx. An updated version of Kostas N. Kyriakoulis's GMM Toolbox for MATLAB

8

MONROE-DSGE. The DSGE model with endogenous growth created by Tom Holden and Shifu Jiang as part of the MONROE project.

6

ParallelFastNonLinearACD. A parallel version of Loshchilov, Schoenauer and Sebag's (2012) adaptive coordinate descent algorithm for non-linear optimization

6

AVSConvolutionFilter. Archived code for an efficient convolution filter for the AVS visualization system. Written in 2002. Forgive the ugly code. I was still a teenager!

5

DynamicSpatialModel. Code for the paper tentatively titled "Business Cycles in Space".

4

EST-NLSS. Non-linear state space estimation with an extended-skew-t distribution approximation to the state distribution.

4

dynare. Dynare: a platform for handling a wide class of economic models

4

DynareRemoveLocalVariables. An alternative preprocessor to remove model local variables from a .mod file.

3

particles. MATLAB

3

dates. Matlab/Octave class for handling dates in Dynare

3

CatchUpCycles. Code for the paper tentatively titled "Catch-up cycles".

2

YALMIP. MATLAB toolbox for optimization modeling

2

MatlabSetAffinity. Sets processor affinity for MATLAB workers

2

dseries. Matlab/Octave class for handling time series in Dynare

2

RobustRealRateRulesReplication. Replication code for the paper "Robust Real Rate Rules" by Tom D. Holden, to be published in Econometrica.

2

DynareTransformationEngine. A set of mod files for automatically transforming variables and adding shocks. See Example.mod for sample usage.

2

Comparison-Programming-Languages-Economics. A Comparison of Programming Languages in Economics

2

DynareBugs. Various examples of current DynareBugs

2

NonBalancedGrowth. Code for the paper "Trends and cycles without balanced growth".

2

glpkmex. C

1

sedumi. SeDuMi: A linear/quadratic/semidefinite solver for Matlab and Octave

1

nlma. nlma for Dynare

1