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

Wikipedia: Econometrics

• ARCHModels.jl : A Julia package for estimating ARMA-GARCH models.
• Dolo.jl : A tool to describe and solve economic models.
• DSGE.jl : Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE).
• Dynare.jl : A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.
• Expectations.jl : Expectation operators for Distributions.jl objects.
• FredData.jl : Pull data from FRED directly into Julia.
• QuantEcon.jl :Julia implementation of QuantEcon routines.
• 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.
• SolveDSGE.jl : a Julia package for solving Dynamic Stochastic General Equilibrium (DSGE) models.

Finance

• Currencies.jl :  Simple checked fixed-point currencies for Julia.
• 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.
• InterestRates.jl : A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.
• MarketData.jl : Time series market data
• Timestamps.jl : Immutable timestamped values.