Open Source Economic Models
From Open Risk Manual
List of Open Source Economic Models
A preliminary list of open source projects (both big and small) that are directly (or very closely) linked to the modelling of economic systems.
Scope
- The scope includes frameworks geared towards micro or macroeconomics and econometrics but does not include purely financial or risk management oriented frameworks (for which other lists are being developed). In econometrics there are many general purpose or more specialized libraries for timeseries analysis of Timeseries Data. For brevity, the focus is on those that are intrinsically linked to economic concepts.
- Any programming language or system is acceptable, provided the source is released under an open source license (or possibly placed in the public domain)
- Ideally the list should include active and supported projects (or at least indicate which ones are active)
- Ideally the list should distinguish between script collections (e.g. supporting academic courses) from frameworks / packages / libraries
NB: This list of Open Source Economic Models is provided as-is without any implied endorsement or validation of the suitability, originality, accuracy or completeness of said resources for any purpose.
1. Name | 2. Description | 3. Language | 4. URL |
---|---|---|---|
ESGtoolkit | Tools for Economic Scenario Generation | R | github |
GVARX | Estimation and inference of stationary Global Vector Autoregression models | R | CRAN |
QuantEcon | Open source code for quantitative economic modeling | Python, Julia | github |
GaR | IMF Growth at Risk Model | Python, Excel | github |
GVAR | Global VAR modeling | matlab | Sourceforge |
pyeconomics | Code for a computational economics course | python | github |
dolo | Dolo is a tool to describe and solve economic models | python | github |
Minsky | System dynamics program with additional features for economics | matlab | Sourceforge |
SFC_models | Stock-Flow Consistent (SFC) models in Python | python | github |
JuliaEconomics | Tutorial Scripts for JuliaEconomics.com | Julia | github |