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Tom Holden's Projects

adigator icon adigator

Matlab Algorithmic Differentiation Toolbox

avsconvolutionfilter icon 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!

dates icon dates

Matlab/Octave class for handling dates in Dynare

doubledouble icon doubledouble

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

dseries icon dseries

Matlab/Octave class for handling time series in Dynare

dynare icon dynare

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

dynareobc icon dynareobc

A toolkit for implementing occasionally binding constraints in Dynare.

dynaretransformationengine icon dynaretransformationengine

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

eigtool icon eigtool

EigTool is open MATLAB software for analyzing eigenvalues, pseudospectra, and related spectral properties of matrices.

est-nlss icon est-nlss

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

export_fig icon export_fig

A MATLAB toolbox for exporting publication quality figures

fredfetch icon fredfetch

For pulling current and vintage date from FRED and ALFRED API

gmmtbx icon gmmtbx

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

minimal-mistakes icon minimal-mistakes

:triangular_ruler: Jekyll theme for building a personal site, blog, project documentation, or portfolio.

monroe-dsge icon monroe-dsge

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

parallelfastnonlinearacd icon parallelfastnonlinearacd

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

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