For most of my work, I use Julia. On this page, I share programs I have written or translated from other languages that may be useful for macroeconomists. One advantage of using Julia is that it’s often faster than languages like MATLAB, R, or Python.

Codes

[SolvOpt.jl]
_{SolvOpt is a derivative-free optimization algorithm designed for nonsmooth, nonconvex, or ill-conditioned problems that can, in some cases, outperform the optimizers available in Optim.jl. This code is a direct translation of the original script authored by Alexei Kuntsevich and Franz Kappel.}



Additional content will be added soon — stay tuned!