Economics and Finance

Economics and Finance are part of Actuarial science

Quantitative economic modelling lecture series in Julia language, designed and written by Thomas J. Sargent and John Stachurski.
Julia Quant organization.

Econometrics¶

DynareJulia/Dynare.jl : A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.
EconForge/Dolo.jl : A tool to describe and solve economic models.
FRBNY-DSGE/DSGE.jl : Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE).
JuliaQuant/MarketTechnicals.jl : Technical analysis of financial time series in Julia by @JuliaQuant.
micahjsmith/FredData.jl : Pull data from FRED directly into Julia.
QuantEcon/Expectations.jl : Expectation operators for Distributions.jl objects.
QuantEcon/QuantEcon.jl :Julia implementation of QuantEcon routines.
RJDennis/SolveDSGE.jl : a Julia package for solving Dynamic Stochastic General Equilibrium (DSGE) models.
s-baumann/SchumakerSpline.jl : An equivalent Julia package to R's schumaker to create a shape preserving spline that quickly and smoothly converges to a fixed point in economic dynamics problems including value function iteration.
s-broda/ARCHModels.jl : A Julia package for estimating ARMA-GARCH models.

felipenoris/InterestRates.jl : Tools for Term Structure of Interest Rates calculation, aimed at the valuation of financial contracts, specially Fixed Income instruments, indexing and Term Structures.
JuliaFinance/BusinessDays.jl : A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.
JuliaFinance/Currencies.jl : Simple checked fixed-point currencies for Julia.
JuliaQuant/MarketData.jl : Time series market data
JuliaQuant/Timestamps.jl : Immutable timestamped values.