FRBNY-TimeSeriesAnalysis / rstarGlobalLinks
☆19Updated 6 years ago
Alternatives and similar repositories for rstarGlobal
Users that are interested in rstarGlobal are comparing it to the libraries listed below
Sorting:
- Python DSGE models, Euler Equation, Math review (matrix, calc), Cash advance model☆12Updated 4 years ago
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆13Updated 6 months ago
- Financial Econometrics module (MSc level)☆21Updated 3 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆34Updated 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
- ☆16Updated 3 years ago
- Solving models with numerical methods (economics)☆12Updated 2 years ago
- Estimating VARs using sign restrictions in R☆21Updated 9 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆120Updated 8 months ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated 2 months ago
- Introduction to Structural VAR models☆12Updated 5 years ago
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆38Updated 4 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated 2 years ago
- LP and VAR inference under potential misspecification☆12Updated last year
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆34Updated 10 months ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆14Updated 7 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)☆85Updated 3 years ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆58Updated 3 months ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 7 years ago
- ☆15Updated 4 years ago
- This repository contains the material I use to teach the TA sections for the first-year PhD Macroeconomics course at Boston University (E…☆29Updated 4 years ago
- Repository containing vintages of oil supply news shock data☆11Updated 3 months ago
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Updated 4 years ago
- Gradually build up a life-cycle model☆21Updated 2 months ago
- R package for Bayesian Vector Autoregression☆31Updated 5 years ago
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"☆30Updated 6 years ago
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆20Updated 2 months ago
- Macroeconomic modelling database (MMB) replication files archive☆51Updated last year
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆19Updated 10 months ago