For calculating the ruin probability with real data under different claims models

Loss functions

A Julia version of Gensys (Sims 2000)

Julia GARCH package

A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.

Expectation operators for Distributions.jl objects

Economic modeling in Julia

Pull data from Federal Reserve Economic Data (FRED) directly into Julia

Econometrics in Julia

Simulated Method of Moments for Julia

Technical analysis of financial time series in Julia

Julia implementation of QuantEcon routines

Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)