Below are links to databases containing code for simulating and estimating many macroeconomic and econometric models.
Structural DSGE Models
- The Macroeconomic Model Data Base (MMB) is an archive of macroeconomic models based on a common computational platform that provides various tools for systematic model comparison. The project is headed by Volker Wieland, Professor of Monetary Economics at Goethe University Frankfurt.
Bayesian Econometric Models
- Gary Koop and Dimitris Korobilis maintain websites containing MATLAB code for conducting Bayesian inference on a variety of models including VARs, TVP-VARs, and TVP-FVARs. You can find their pages here and here, respectively.