Tom Holden

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

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

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

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

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

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!

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

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

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

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

particles. MATLAB

dates. Matlab/Octave class for handling dates in Dynare

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

YALMIP. MATLAB toolbox for optimization modeling

MatlabSetAffinity. Sets processor affinity for MATLAB workers

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

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

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

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

DynareBugs. Various examples of current DynareBugs

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

glpkmex. C

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

nlma. nlma for Dynare