Debian Science Project
Summary
Economics
Debian Science Economics packages

This metapackage will install Debian Science packages useful for economics and econometrics. It includes user-friendly programs for simulating and estimating macro-economic and micro-economic models. It also provides computing environments which can solve a wide range of problems typically encountered in economic research. These environments provide functionalities similar to those of popular non-free systems (such as MATLAB, Mathematica, Stata or SAS).

Description

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Debian Science Economics packages

Official Debian packages with high relevance

Dynare
plateforme pour gérér une large catégorie de modèles économiques
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Dynare est une plateforme logicielle pour une large catégorie de modèles économiques, en particulier les modèles d'équilibre général dynamique stochastique (DSGE) et ceux à générations imbriquées (OLG). Les modèles solutionnés par Dynare incluent ceux reposant sur les hypothèses d’anticipations rationnelles, dans lesquelles des agents forment leurs anticipations d’une manière concordante au modèle. Mais Dynare peut aussi gérer les modèles où les anticipations sont formées différemment : dans une limite extrême, des modèles où les agents anticipent parfaitement et, dans une autre limite extrême, des modèles où les agents ont une compréhension limitée ou une connaissance imparfaite de l’état de l’économie et, par conséquent, forment leurs anticipations à travers un processus d’apprentissage. En termes de types d’agent, les modèles solutionnés par Dynare peuvent incorporer les consommateurs, les entreprises de production, les gouvernements, les autorités monétaires, les investisseurs et intermédiaires financiers. Un certain degré d’homogénéité peut être introduit en incluant plusieurs classes distinctes d’agents dans chaque catégorie d’agent citée précédemment.

Dynare offre une manière intuitive et conviviale de décrire ces modèles. Il peut réaliser des simulations d’un modèle à partir d’une calibration des paramètres du modèle et il peut aussi estimer ces paramètres à partir d’un ensemble de données. En pratique, l’utilisateur écrit un fichier texte contenant la liste des variables du modèle, les équations dynamiques reliant ces variables ensemble, les travaux de calcul à réaliser et les sorties graphiques ou numériques désirées.

Ce paquet fournit une installation complète de Dynare, pour une exécution au-dessus de GNU Octave.

Gretl
bibliothèque GNU de régressions, d'économétrie et de séries temporelles
Maintainer: Dirk Eddelbuettel
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La bibliothèque GNU de régressions, d'économétrie et de séries temporelles (gretl) est un paquet pour l'analyse économétrique. Le paquet comporte une bibliothèque partagée, un client en ligne de commande et un client graphique construit avec GTK+.

Ce paquet fournit le client GTK+ et celui en ligne de commande.

Octave-econometrics
fonctions économétriques pour Octave
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Ce paquet fournit des fonctions pour travailler sur l’économétrie avec Octave, un logiciel de calcul numérique. Les fonctions comprennent des estimations basées sur la méthode de maximum de vraisemblance (mle_estimate) et sur la méthode générale des moments (gmm_estimate).

Ce paquet de greffon d’Octave fait partie du projet Octave-Forge.

Python3-statsmodels
Python3 module for the estimation of statistical models
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statsmodels Python3 module provides classes and functions for the estimation of several categories of statistical models. These currently include linear regression models, OLS, GLS, WLS and GLS with AR(p) errors, generalized linear models for several distribution families and M-estimators for robust linear models. An extensive list of result statistics are available for each estimation problem.

Please cite: Skipper Seabold and Josef Perktold: Statsmodels: Econometric and statistical modeling with python (eprint) (2010)
R-base
système de calcul statistique et de graphique GNU R
Maintainer: Dirk Eddelbuettel
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R est un système de calcul statistique et de graphiques. Il est composé d'un langage ainsi que d'un environnement d'exécution avec des graphiques, un débogueur, un accès à certaines fonctions système et la possibilité d'exécuter des programmes stockés dans des fichiers de script.

La conception de R a été fortement influencée par deux langages existants : le S de Becker, Chambers et Wilks et le Scheme de Sussman. Le langage obtenu est très proche en apparence du S, alors que l'implémentation sous-jacente et la sémantique dérivent du Scheme.

Le cœur de R est un langage de calcul interprété qui permet les branchements et les boucles ainsi que la programmation modulaire en utilisant des fonctions. La plupart des fonctions visibles par les utilisateurs sont écrites en R. Il est possible d'utiliser des procédures écrites en C, C++ ou FORTRAN pour plus d'efficacité, et la plupart des fonctions internes de R le font. La distribution R contient des fonctionnalités pour un large panel de procédures statistiques et de calculs mathématiques appliqués sous-jacents. Elle contient également un grand nombre de fonctions qui fournissent un environnement graphique flexible pour créer différents types de présentations des données.

De plus, plusieurs milliers de « paquets » d’extension sont disponibles à partir de CRAN (Comprehensive R Archive Network), aussi que sous forme de paquets Debian appelés « r-cran- ».

Ce paquet est un meta-paquet pour faciliter la transition de la configuration du paquet pre-1.5.0 avec le paquet principal r-base. Une fois installé, ce paquet peut être supprimé en toute sécurité, apt-get continuera à mettre à jour automatiquement ses composants dans les futures mises à jour. Fournir ce paquet est un moyen donné aux utilisateurs de n'installer que r-base-core s'ils le souhaitent.

The package is enhanced by the following packages: texmacs
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R-cran-aer
Applied Econometrics with R
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This GNU R package provides functions, data sets, examples, demos, and vignettes for the book Christian Kleiber and Achim Zeileis (2008), Applied Econometrics with R, Springer-Verlag, New York. ISBN 978-0-387-77316-2. (See the vignette "AER" for a package overview.)

R-cran-bayesm
paquet de GNU R pour l’inférence bayésienne
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Le paquet bayesm couvre plusieurs modèles importants d’applications de commerce et de microéconométrie. Ce paquet comprend :

 – régression bayésienne (dep var univariés ou multivariés) ;
 – logit multinomial (MNL) et probit multinomial (MNP) ;
 – probit multivarié ;
 – normale multivariée de mélange ;
 – modèle linéaire hiérarchique avec probabilité normale et covariables ;
 – logit multinomial hiérarchique avec mélange de probabilités normales et
   de covariables ;
 – analyse bayésienne de données conjointes basées sur le choix ;
 – traitement bayésien de modèles linéaires de variables instrumentales ;
 – analyse de données d’enquête ordinales multivariées avec hétérogénéité
   d’utilisation d’échelle (comme dans Rossi et al., JASA (01)).

Pour plus de référence, consulter le livre des auteurs « Bayesian Statistics and Marketing » par Allenby, McCulloch et Rossi.

R-cran-dynlm
GNU R package for dynamic linear models and time series regression
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This R package provides a user-friendly interface for fitting dynamic linear models and time series regression relationships

The interface and internals of dynlm are very similar to lm, but currently dynlm offers three advantages over the direct use of lm:

  • extended formula processing;
  • preservation of time series attributes;
  • instrumental variables regression (via two-stage least squares).
R-cran-fimport
paquet de GNU R pour l’ingénierie financière – fImport
Maintainer: Dirk Eddelbuettel
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Ce paquet fournit des fonctions pour l’importation de séries de données financières et économiques et fait partie de Rmetrics, un ensemble de paquets pour l’ingénierie financière et la finance informatique, écrits et compilés par Diethelm Wuertz et d’autres.

FImport fournit des fonctions d’importation pour accéder à des données (libres) d’Economagic, la Réserve fédérale US, Forecasts.Org, Yahoo et d’autres sources sur le web.

R-cran-fnonlinear
paquet de GNU R d'ingénierie financière – fNonlinear
Maintainer: Dirk Eddelbuettel
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Ce paquet contient des fonctions de modélisation de séries temporelles non linéaires et il fait partie de Rmetrics, une collection de paquets d'ingénierie financière et de calcul financier, écrits et compilés par Diethelm Wuertz et autres.

fNonlinear contient des fonctions de modélisation de séries temporelles non linéaires.

R-cran-foreign
paquet GNU R pour lire/écrire des données issues d'autres systèmes de stats
Maintainer: Dirk Eddelbuettel
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Ce paquet fournit des fonctions pour lire et écrire des données stockées par d'autres logiciels de statistiques comme Minitab, S, SAS, SPSS, Stata, etc.

Ce paquet fait partie d'un ensemble de paquet recommandés par R et fournis avec les sources de R lui-même.

R-cran-funitroots
paquet de GNU R d'ingénierie financière – fUnitRoots
Maintainer: Dirk Eddelbuettel
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Ce paquet contient des fonctions de modélisation de racine unitaire de séries temporelles non stationnaires et il fait partie de Rmetrics, une collection de paquets d'ingénierie financière et de calcul financier, écrits et compilés par Diethelm Wuertz et autres.

FUnitRoots contient des fonctions de modélisation de séries temporelles non stationnaires.

R-cran-gmm
GNU R generalized method of moments and generalized empirical likelihood
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This GNU R package is a complete suite to estimate models based on moment conditions. It includes the two step Generalized method of moments (Hansen 1982; ), the iterated GMM and continuous updated estimator (Hansen, Eaton and Yaron 1996; ) and several methods that belong to the Generalized Empirical Likelihood family of estimators (Smith 1997; , Kitamura 1997; , Newey and Smith 2004; , and Anatolyev 2005 ).

R-cran-hmisc
GNU R miscellaneous functions by Frank Harrell
Maintainer: Dirk Eddelbuettel
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The Hmisc library contains many functions useful for data analysis, high-level graphics, utility operations, functions for computing sample size and power, translating SAS datasets, imputing missing values, advanced table making, variable clustering, character string manipulation, conversion of S objects to LaTeX code, recoding variables, and bootstrap repeated measures analysis.

R-cran-isocodes
GNU R package providing tables for several ISO codes
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This R package provides ISO 639 language codes, ISO 3166 territory codes, ISO 4217 currency codes, ISO 15924 script codes, and the ISO 8859 character codes as well as the UN M.49 area codes.

R-cran-lme4
Paquet GNU R pour créer un modèle d'effets mélangés linéaires
Maintainer: Dirk Eddelbuettel
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Ce paquet CRAN fournit les classes et les modèles S4 pour créer des modèles d'effets mélangés linéaires (appelés aussi modèles multiniveaux, échantillons de données ou autres), et des modèles d'effets mélangés linéaires généralisés.

R-cran-mcmcpack
routines de R d’estimation de Monte-Carlo par chaînes de Markov
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Il s’agit d’un ensemble de routines pour GNU R qui met en œuvre divers modèles statistiques et économétriques d’estimation de Monte-Carlo par chaînes de Markov (MCMC), qui permettent de « résoudre » des modèles qui seraient autrement insolubles avec les techniques traditionnelles, en particulier les problèmes dans les statistiques (où un ou plusieurs « a priori » sont utilisés comme partie de la procédure, au lieu de l’hypothèse d’ignorance du « vrai » point estimé), quoique que MCMC peut aussi être utilisé pour résoudre des problèmes de statistiques fréquentistes avec des a priori non instructifs. Les techniques de MCMC sont aussi préférables à l’estimation directe en présence de données manquantes.

Sont actuellement implémentées plusieurs routines d’inférence écologique (EI) (pour l’estimation des attributs ou comportement au niveau individuel à partir de données agrégées, tels que les rapports électoraux ou les résultats de recensement), ainsi que des modèles de panel linéaire classique et des données transversales, quelques routines de visualisation pour des diagnostics d’EI, deux modèles de théories de réponse à l’item (ou estimation par point optimal — ideal-point estimation), l’analyse de facteurs métriques, ordinaux et de réponse mixte, et des modèles de régression gaussienne (linéaire) et de Poisson, de régression logistique (ou logit) et des modèles probit de réponses binaires ou ordinales.

Les paquets suggérés (r-cran-bayesm, -eco et -mnp) fournissent des modèles supplémentaires pouvant être utiles aux utilisateurs de ce paquet.

The package is enhanced by the following packages: r-cran-mcmc r-cran-mnp
R-cran-mfilter
GNU R package providing miscellaneous time series filters
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The package implements several time series filters useful for smoothing and extracting trend and cyclical components of a time series. The routines are commonly used in economics and finance, however they should also be interest to other areas. Currently, Christiano-Fitzgerald, Baxter-King, Hodrick-Prescott, Butterworth, and trigonometric regression filters are included in the package.

R-cran-plm
GNU R estimators and tests for panel data econometrics
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This R package intends to make the estimation of linear panel models straightforward. It provides functions to estimate a wide variety of models= and to make (robust) inference.

The main functions to estimate models are:

  • plm: panel data estimators using lm on transformed data,
  • pgmm: generalized method of moments (GMM) estimation for panel data,
  • pvcm: variable coefficients models for panel data,
  • pmg: mean groups (MG), demeaned MG and common correlated effects (CCEMG) estimators.

Next to the model estimation functions, the package offers several functions for statistical tests related to panel data/models.

Multiple functions for (robust) variance-covariance matrices are at hand as well. The package also provides data sets to demonstrate functions and to replicate some text book/paper results.

R-cran-pwt
GNU R package for the Penn World Tables (version 5.6 to 7.1)
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This package contains the Penn World Tables (PWT), which provide purchasing power parity (PPP) and national income accounts converted to international prices for 189 countries for some or all the years 1950-2010. The data are developed and maintained by scholars at the Center for International Comparisons of Production, Income and Prices (CIC) from the University of Pennsylvania.

The package contains all the releases of the PWT from version 5.6 to 7.1, which were created by the University of Pennsylvania. Note that more recent versions of the PWT have been created by the University of California, Davis and the University of Groningen, and are available in the r-cran-pwt8 and r-cran-pwt9 packages.

The package is enhanced by the following packages: r-cran-pwt8 r-cran-pwt9
R-cran-pwt8
GNU R package for the Penn World Tables (version 8.x)
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This package contains the Penn World Tables (PWT) version 8.x, which provide purchasing power parity (PPP) and national income accounts converted to international prices for 167 countries between 1950 and 2011.

This version of the PWT is produced by the University of California, Davis and the University of Groningen. It is the continuation of the work by the University of Pennsylvania. The older versions of the PWT (version 7 and below) are available in the package r-cran-pwt. A newer version of the PWT (version 9) is available in the package r-cran-pwt9.

The package is enhanced by the following packages: r-cran-pwt9
R-cran-pwt9
GNU R package for the Penn World Tables (version 9.x)
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This package contains the Penn World Tables (PWT) version 9.x, which provide purchasing power parity (PPP) and national income accounts converted to international prices for 182 countries between 1950 and 2017.

This version of the PWT is produced by the University of California, Davis and the University of Groningen. It is the continuation of the work by the University of Pennsylvania. Older versions of the PWT are available in the packages r-cran-pwt and r-cran-pwt8.

R-cran-rsdmx
GNU R package for the Statistical Data and Metadata Exchange (SDMX) framework
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This package provides a set of classes and methods to read data and metadata documents exchanged through the Statistical Data and Metadata Exchange (SDMX) framework, currently focusing on the SDMX XML standard format (SDMX-ML).

SDMX is an initiative to foster standards for the exchange of statistical information. It is sponsored by several major providers of statistical information: the Bank for International Settlements, the European Central Bank, Eurostat (the statistical office of the European Union), the International Monetary Fund (IMF), the Organisation for Economic Co-operation and Development (OECD), the United Nations Statistics Division, the United Nations Educational, Scientific and Cultural Organization and the World Bank.

The package can therefore be used to download statistical information from the servers of those organizations, and from those of several other institutions.

R-cran-tseries
paquet de GNU R pour l’analyse de séries temporelles et de calcul financier
Maintainer: Dirk Eddelbuettel
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Ce paquet de CRAN fournit des fonctions d’analyse de séries temporelles ainsi que plusieurs routines de calcul financier.

R-cran-urca
GNU R package providing unit root and cointegration tests
Maintainer: Dirk Eddelbuettel
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This package provides functions for unit root and cointegration analyses common in applied time series / econometrics.

R-cran-wdi
GNU R package for accessing the World Development Indicators
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This package gives access to the World Development Indicators (WDI), a database of various development indicators, compiled by the World Bank from officially-recognized international sources.

Note that the package does not contain the data. Instead, it provides a set of functions to download the data from the World Bank's website.

Official Debian packages with lower relevance

Elpa-ess
Emacs mode for statistical programming and data analysis
Maintainer: Dirk Eddelbuettel
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"Emacs Speaks Statistics" (ESS) is an add-on package for emacs text editors such as GNU Emacs and XEmacs. It is designed to support editing of scripts and interaction with various statistical analysis programs such as R, S-Plus, SAS, Stata and OpenBUGS/JAGS. Although all users of these statistical analysis programs are welcome to apply ESS, advanced users or professionals who regularly work with text-based statistical analysis scripts, with various statistical languages/programs, or with different operating systems might benefit from it the most.

The rationale for developing ESS is that most statistical analysis systems provide a more or less sophisticated graphical user interface (GUI). However, their full power is only available using their scripting language. Furthermore, complex statistical analysis projects require a high degree of automation and documentation which can only be handled by creating statistical analysis scripts. Unfortunately, many statistics packages provide only weak text editor functionality and show major differences between them. Without a unified text editor user interface additional effort is required from the user to cope with limited functionality and with text editor differences.

Therefore, emacs editors and the ESS package provide the following major features:

  • Support for various operating systems Examples: Linux, Unix, Mac OS X and MS Windows
  • Working environment based on emacs Examples: File Manager (Dired), File Transfer Client/Telnet Client (Tramp), Multiple Clipboards (registers), Bookmarks, Abbreviations, and many others
  • Support for various statistical analysis languages Examples: R, S-Plus, SAS, Stata and OpenBUGS/JAGS Examples: Keybindings, Abbreviations, Syntax highlighting, Code formatting, Commenting, Submitting scripts, Displaying results and Searching documentation

ESS is freely available under the GNU General Public License (GPL). For further technical and legal information please refer to the ESS Manual.

Science-financial
Debian Science financial engineering and computational finance
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This metapackage will install Debian Science packages for financial engineering and computational finance.

Science-mathematics
Paquets Debian pour les Sciences Mathématiques
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Ce méta-paquet installera les « Paquets Debian pour les Sciences Mathématiques » liés aux mathématiques. Vous serez peut-être aussi intéressé par le debtag field::mathematics et, selon vos intérêts, par le méta-paquet education-mathematics.

Science-numericalcomputation
paquets pour le calcul numérique de Debian Science
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Ce métapaquet installe les paquets de Debian Science concernant le calcul numérique. Les paquets fournissent un système de calcul et visualisation orienté matrice pour le calcul scientifique et l’analyse de données. Ces paquets sont similaires aux systèmes commerciaux tels que Matlab et IDL.

Science-social
Debian Science social sciences packages
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This metapackage will install Debian Science packages useful for social sciences.

Science-statistics
paquets pour les statistiques de Debian Science
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Ce paquet fait partie du mélange exclusif « Debian Science » et installe les paquets concernant les statistiques. Cette tâche est une tâche générale pouvant être utile pour n’importe quels travaux scientifiques. Elle dépend de beaucoup de paquets R ainsi que d’autres outils utiles pour faire des statistiques. De plus la tâche « Science Mathematics » est suggérée pour installer facultativement tous les logiciels relatifs aux mathématiques.

Debian packages in contrib or non-free

Dynare-matlab
MATLAB support for Dynare
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Dynare is a software platform for handling a wide class of economic models, in particular dynamic stochastic general equilibrium (DSGE) and overlapping generations (OLG) models. The models solved by Dynare include those relying on the rational expectations hypothesis, wherein agents form their expectations about the future in a way consistent with the model. But Dynare is also able to handle models where expectations are formed differently: on one extreme, models where agents perfectly anticipate the future; on the other extreme, models where agents have limited rationality or imperfect knowledge of the state of the economy and, hence, form their expectations through a learning process. In terms of types of agents, models solved by Dynare can incorporate consumers, productive firms, governments, monetary authorities, investors and financial intermediaries. Some degree of heterogeneity can be achieved by including several distinct classes of agents in each of the aforementioned agent categories.

Dynare offers a user-friendly and intuitive way of describing these models. It is able to perform simulations of the model given a calibration of the model parameters and is also able to estimate these parameters given a dataset. In practice, the user will write a text file containing the list of model variables, the dynamic equations linking these variables together, the computing tasks to be performed and the desired graphical or numerical outputs.

This package is only useful to users having MATLAB installed on their machine. It contains the source of the MEX files and will recompile them using the existing MATLAB installation.

X13as
seasonal adjustment software for modeling time series
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X-13ARIMA-SEATS is a seasonal adjustment software produced, distributed, and maintained by the Census Bureau, U.S. Department of Commerce.

Features include:

  • Extensive time series modeling and model selection capabilities for linear regression models with ARIMA errors (regARIMA models);
  • The capability to generate ARIMA model-based seasonal adjustment using a version of the SEATS procedure originally developed by Victor Gómez and Agustín Maravall at the Bank of Spain as well as nonparametric adjustments from the X-11 procedure;
  • Diagnostics of the quality and stability of the adjustments achieved under the options selected;
  • The ability to efficiently process many series at once.

No known packages available

Dolo
Economic modelling in Python
License: BSD
Debian package not available

Dolo is a tool to assist researchers in solving several types of Dynamic Stochastic General Equilibrium (DSGE) models, using either local of global approximation methods.

Users are can separate the definition of their models from the solution algorithm. A simple syntax is provided in YAML files to define variables and equations of several types. This syntax integrates the specification of occasionally binding constraints (a.k.a. complementarity conditions)

The user can then implement his own preferred solution method using one of the provided tools (various types of interpolation, solvers, ...) or use one of the already implemented procedures.

Dolo is written in Python and so are his solution routines. If you prefer or need to use another language for the solution, you can always use dolo as a preprocessor. In that case, dolo will just translate the model file into a numerical file usable by your software. Currently, Octave/MATLAB and Julia are supported.

Minsky
system dynamics program with additional features for economics
License: GPL-3
Debian package not available

Minsky is one of a family of ``system dynamics'' computer programs. These programs allow a dynamic model to be constructed, not by writing mathematical equations or numerous lines of computer code, but by laying out a model of a system in a flowchart, which can then simulate the system. These programs are now the main tool used by engineers to design complex products, ranging from small electrical components right up to passenger jets.

What does Minsky provide that other system dynamics programs don't boils down to one feature: The Godley Table that enables a dynamic model of financial flows to be derived from a table that is very similar to the accountant's double-entry bookkeeping table. Hence Minsky is very well suited for simulating Stock-Flow Consistent (SFC) models.

Netlogo
multi-agent programmable modeling environment
License: GPL-2+
Debian package not available

NetLogo is a programmable modeling environment for simulating natural and social phenomena. It was authored by Uri Wilensky in 1999 and has been in continuous development ever since at the Center for Connected Learning and Computer-Based Modeling.

NetLogo is particularly well suited for modeling complex systems developing over time. Modelers can give instructions to hundreds or thousands of "agents" all operating independently. This makes it possible to explore the connection between the micro-level behavior of individuals and the macro-level patterns that emerge from their interaction.

Pksfc
R package to simulate Post-Keynesian Stock-Flow Consistent Models
License: Expat
Debian package not available

This package allows to simulate Post-Keynesian Stock-Flow Consistent Models, following the approach of Godley, W. and M. Lavoie, 2007: Monetary Economics An Integrated Approach to Credit, Money, Income, Production and Wealth.

The package uses the Gauss-Seidel algorithm to solve linear systems of equations, following the approach found in Kinsella, Stephen and O’Shea, Terence, Solution and Simulation of Large Stock Flow Consistent Monetary Production Models Via the Gauss Seidel Algorithm.

Python3-pandasdmx
python- and pandas-powered client for statistical data and metadata exchange
License: Apache-2.0
Debian package not available

pandaSDMX is SDMX software that facilitates the acquisition and analysis of SDMX-2.1 compliant data and metadata. These can be rendered in various formats:

  • as a hierarchical data structure following closely the SDMX 2.1 information model. Technically, the model is a layer on top of the XML structure rendered by SDMX web services.
  • as arbitrary output generated by dedicated writers. Currently, there is only one writer rendering data as pandas Series and DataFrames.
Python3-quantecon
high performance, open source Python code library for economics
License: BSD-3-clause
Debian package not available

QuantEcon provides a high performance, open source Python code library for economics.

R-cran-ecdat
R data sets for econometrics
License: GPL-2+
Debian package not available

Contains data sets that can be used to replicate a large set of published papers.

R-cran-pdfetch
Fetch Economic and Financial Time Series Data from Public Sources
License: GPL-2+
Debian package not available

Download economic and financial time series from public sources, including the St Louis Fed's FRED system, Yahoo Finance, the US Bureau of Labor Statistics, the US Energy Information Administration, the World Bank, Eurostat, the European Central Bank, the Bank of England, the UK's Office of National Statistics, Deutsche Bundesbank, and INSEE.

R-cran-rdbnomics
R access to hundreds of millions data series from DBnomics API
License: AGPL-3
Debian package not available

This package provides you access to DBnomics data series. DBnomics is an open-source project with the goal of aggregating the world’s economic data in one location, free of charge to the public. DBnomics covers hundreds of millions of series from international and national institutions (Eurostat, World Bank, IMF, …).

R-cran-vars
VAR, SVAR and SVEC Models in R
License: GPL-2+
Debian package not available

This packages implements vector autoregressive-, structural vector autoregressive- and structural vector error correction models in R. In addition to the three cornerstone functions VAR(), SVAR() and SVEC() for estimating such models, functions for diagnostic testing, estimation of a restricted models, prediction, causality analysis, impulse response analysis and forecast error variance decomposition are provided too. It is further possible to convert vector error correction models into their level VAR representation.

R-other-bmr
bayesian Macroeconometrics in R
License: GPL-2+
Debian package not available

BMR (Bayesian Macroeconometrics in R) is a collection of R and C++ routines for estimating Bayesian Vector Autoregressive (BVAR) and Dynamic Stochastic General Equilibrium (DSGE) models in the R statistical environment. Features

For BVARs, BMR supports: normal-inverse-Wishart prior, Minnesota prior, and * Mattias Villani's steady-state prior. The BMR package can also estimate BVARs with time-varying parameters, as well as classical (non-Bayesian) VARs.

For DSGE models, the package can: * solve models using either Harald Uhlig's method of undetermined coefficients

  or Chris Sims' canonical decomposition;
* estimate models using MCMC by means of a Kalman filter or the Chandrasekhar
  recursions;
* and estimate a hybrid DSGE-VAR model.
R-other-gecon
solver for large scale dynamic general equilibrium models
License: BSD
Debian package not available

gEcon allows users to describe their models in terms of optimisation problems of agents. Given optimisation problems, constraints and identities, gEcon derives the first order conditions, steady state equations, and linearisation matrices automatically. Numerical solvers can be then employed to determine the steady state and approximate equilibrium laws of motion around it.

Recs
MATLAB solver for DSGE models
License: Expat (mostly)
Debian package not available

RECS is a MATLAB solver for dynamic, stochastic, rational expectations equilibrium models. RECS stands for "Rational Expectations Complementarity Solver". This name emphasizes that RECS has been developed specifically to solve models that include complementarity equations, also known as models with occasionally binding constraints.

RECS is designed to solve small-scale nonlinear and complementarity models, but not large-scale models. For solving large-scale problems, but without complementarity equations, see Dynare or similar toolboxes.

Repast-hpc
agent-based modeling for large-scale distributed computing platforms
License: BSD-3-clause
Debian package not available

Repast for High Performance Computing (Repast HPC) is a next generation agent-based modeling system intended for large-scale distributed computing platforms. It implements the core Repast Simphony concepts (e.g. contexts and projections), modifying them to work in a parallel distributed environment.

Repast HPC is written in cross-platform C++. It can be used on workstations, clusters, and supercomputers running Apple macOS, Linux, or Unix. Portable models can be written in either standard or Logo-style C++.

Repast HPC has been successfully tested for scalability on Argonne National Laboratory's Blue Gene/P.

Repast-symphony
platform for extremely flexible models of interacting agents
License: BSD-3-clause
Debian package not available

Repast Simphony is a tightly integrated, richly interactive, cross platform Java-based modeling system. It supports the development of extremely flexible models of interacting agents for use on workstations and computing clusters.

Repast Simphony models can be developed in several different forms including the ReLogo dialect of Logo, point-and-click statecharts, Groovy, or Java, all of which can be fluidly interleaved.

Repast Simphony has been successfully used in many application domains including social science, consumer products, supply chains, possible future hydrogen infrastructures, and ancient pedestrian traffic to name a few.

*Popularitycontest results: number of people who use this package regularly (number of people who upgraded this package recently) out of 202490