Most of my code is in my personal GitHub repository. This includes:
- DynareOBC, a toolkit for simulating models with occasionally binding constraints, and assessing their properties.
- DoubleDouble, a MATLAB library for extended (“double double”) precision, giving close to quad precision.
- MatlabSetAffinity, a tool for setting processor affinity for MATLAB workers.
- DynareTransformationEngine, a set of mod files for automatically transforming variables and adding shocks.
- [DynareRemoveLocalVariables](https://github.com/tholden/DynareRemoveLocalVariables, an alternative preprocessor to remove model local variables from a .mod file.
- ParallelFastNonLinearACD, a parallel version of Loshchilov, Schoenauer and Sebag’s (2012) adaptive coordinate descent algorithm for non-linear optimization.