FRBNY-DSGE / rstarBrookings2017Links
Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andrea Tambalotti, presented at Brookings in March 2017
☆34Updated 11 months ago
Alternatives and similar repositories for rstarBrookings2017
Users that are interested in rstarBrookings2017 are comparing it to the libraries listed below
Sorting:
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"☆30Updated 5 years ago
- Introduction to Structural VAR models☆12Updated 5 years ago
- Financial Econometrics module (MSc level)☆21Updated 3 years ago
- ☆18Updated 6 years ago
- Estimating VARs using sign restrictions in R☆20Updated 9 years ago
- ☆12Updated 4 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Updated 6 years ago
- Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)☆82Updated 3 years ago
- ☆16Updated 3 years ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated last month
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆115Updated 6 months ago
- Code for Economic Dynamics, Theory and Computation☆53Updated 2 months ago
- Solving models with numerical methods (economics)☆12Updated last year
- Solution and estimation of Markov Switching Rational Expectations / DSGE Models☆115Updated 5 years ago
- Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"☆23Updated 7 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆14Updated 7 years ago
- [IrisToolbox] for Macroeconomic Modeling☆93Updated last year
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆11Updated 2 years ago
- Inference in SVMA models identified by external instruments/proxies☆12Updated 2 years ago
- Intro to DSGE models using Python and Dynare☆12Updated 4 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆33Updated 2 years ago
- ☆12Updated 2 years ago
- Some Examples using VFItoolkit-matlab☆31Updated last week
- Replication of Heterogeneous Agent New Keynesian (HANK) model in MATLAB☆37Updated 4 years ago
- Course on Macroeconometrics (graduate level)☆57Updated 3 years ago
- Code to reproduce aspects of "The Consumption Response to Trade Shocks: Evidence from the US-China Trade War"☆28Updated 5 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated 2 years ago
- CompEcon is a set of MATLAB functions for solving a variety of problems in economics and finance. The library functions include rootfindi…☆32Updated 7 years ago
- LP and VAR inference under potential misspecification☆11Updated 11 months ago
- This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…☆14Updated 6 years ago