Codes

• Python, Ox, Matlab and R codes shared for GAS model
  http://www.gasmodel.com/code.htm


• Gauss codes shared by Changjin Kim
  http://econ.korea.ac.kr/~cjkim/MARKOV/prgmlist.htm


• Ox and Matlab codes shared by Jouchi Nakajima
  https://sites.google.com/site/jnakajimaweb/program


• Matlab codes shared by Gary Koop
  https://sites.google.com/site/garykoop/home/computer-code-2


• Matlab codes shared by Dimitris Korobilis
  https://sites.google.com/site/dimitriskorobilis/matlab


• Python, Ox, Matlab and R codes shared by Francisco Blasques
  https://www.fblasques.com/resources

Datas

• Python + FRED (Federal Reserve Bank of St. Louis.) with pandas_datareader
  http://research.stlouisfed.org/fred2/


• Python + Stooq with pandas_datareader
  https://stooq.com/


• Python + Tushare 金融大数据
  https://tushare.pro/