☆13Apr 16, 2021Updated 5 years ago
Alternatives and similar repositories for BrookingsPC2020
Users that are interested in BrookingsPC2020 are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their d…☆28Oct 12, 2021Updated 5 years ago
- ☆17Oct 20, 2021Updated 5 years ago
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆28Aug 13, 2023Updated 3 years ago
- Build custom model types for estimation.☆13Sep 17, 2026Updated last month
- Empirical macro toolbox☆162Oct 31, 2026Updated last week
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- This course will provide a basic, yet rigorous, introduction to Time Series Econometrics. This course is intended for upper-level undergr…☆19May 9, 2019Updated 7 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆17Aug 1, 2022Updated 4 years ago
- TVP VAR Workshop☆13Feb 26, 2020Updated 6 years ago
- Introduction to Structural VAR models☆13Feb 21, 2020Updated 6 years ago
- This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…☆22Aug 13, 2018Updated 8 years ago
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆23Sep 20, 2023Updated 3 years ago
- Code that replicates the Bayesian Compressed Vector Autoregressive (BCVAR) model in Koop, G., Korobilis, D. and Pettenuzzo, D. (2019). “B…☆10Jun 6, 2021Updated 5 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 10 years ago
- Quantile Local Projections☆12Aug 8, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆23Jun 4, 2025Updated last year
- Inference in SVMA models identified by external instruments/proxies☆20Dec 21, 2022Updated 3 years ago
- Workshops for the Central Bank of Chile☆15Nov 2, 2022Updated 4 years ago
- bvar with om☆14Aug 9, 2021Updated 5 years ago
- Replication code for "A Model of the Fed's View on Inflation".☆10Jul 30, 2022Updated 4 years ago
- Collection of linear & nonlinear (Kalman) Filters for economic models☆11Jul 11, 2024Updated 2 years ago
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"☆18Aug 14, 2019Updated 7 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 9 years ago
- ☆14Jun 4, 2016Updated 10 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆14Jan 11, 2018Updated 8 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆36Sep 1, 2026Updated 2 months ago
- Instrumental Variable Quantile Regression☆16Jul 17, 2023Updated 3 years ago
- A simple python package for VAR models.☆11Jun 23, 2025Updated last year
- ☆11Apr 19, 2021Updated 5 years ago
- Replication material for "Optimal Automatic Stabilizers"☆11Aug 9, 2021Updated 5 years ago
- LPs or VARs? A Primer for Macroeconomists☆32May 22, 2025Updated last year
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Apr 19, 2021Updated 5 years ago
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆15Apr 17, 2021Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Code to compute Spillover Asymmetry Measure (SAM) introduced in Baruník, J., Kočenda, E. and Vácha, L., 2016. Asymmetric connectedness on…☆14Apr 6, 2019Updated 7 years ago
- SVAR toolbox for bayesian VAR estimation and a range of identification methods☆11Feb 16, 2025Updated last year
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆69May 15, 2025Updated last year
- Julia codes in "High-dimensional vector autoregressive time series modeling via tensor decomposition"☆16Jul 6, 2023Updated 3 years ago
- Matteo Iacoviello's personal webpage☆15Updated this week
- Computational macro exercises from 2nd year☆11Apr 6, 2019Updated 7 years ago
- We investigate the connectedness of GDP growth risk over 12 OECD member countries. Understanding the Growth-at-Risk of GDP has been a pop…☆10Jun 8, 2020Updated 6 years ago