KMueller-Lab / Global-Macro-Database
This repository includes replication code and raw data used in the construction of the Global Macro Database.
☆89Updated last week
Alternatives and similar repositories for Global-Macro-Database:
Users that are interested in Global-Macro-Database are comparing it to the libraries listed below
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆39Updated 2 weeks ago
- Resources for a PhD class module focused on anomalies.☆14Updated 9 months ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆23Updated 4 months ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆48Updated 5 months ago
- "Computational Methods for Economists using Python", by Richard W. Evans. Tutorials and executable code in Python for the most commonly u…☆90Updated last year
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆44Updated last year
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆14Updated last year
- A curated list of Vector Autoregression resources☆55Updated last year
- Resources for undergraduate course in computational macroeconomics.☆76Updated last year
- Code for "Methodological Uncertainty in Portfolio Sorts".☆17Updated 9 months ago
- Replication Files for "Evaluating Policy Counterfactuals: A VAR-Plus Approach"☆13Updated 6 months ago
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆30Updated 4 months ago
- Collection of puzzles in macroeconomics☆108Updated 3 years ago
- LP and VAR inference under potential misspecification☆11Updated 7 months ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆102Updated 3 months ago
- Code and data behind the US-China Trade War Tracker www.tradewartracker.com☆28Updated 3 years ago
- ☆19Updated 2 years ago
- A 12 classes introductiry course in MAcroeconomics☆13Updated last year
- Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)☆80Updated 2 years ago
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆28Updated 7 months ago
- Workshops for the Central Bank of Chile☆14Updated 2 years ago
- qmoms package to compute option-implied moments from surface data☆16Updated 10 months ago
- This is a Repo for the econ working paper template.☆11Updated 2 weeks ago
- Materials for the mini-course on deep learning and macro-finance.☆20Updated 8 months ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆35Updated 2 years ago
- This repo has code to do primary data cleaning for Compustat / Crsp from WRDS☆19Updated 4 years ago
- Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"☆22Updated 7 years ago
- Repository for the codes of EconMacro's blog posts☆12Updated last week
- ☆18Updated 6 years ago
- Big Data Applications in Finance module (MSc level)☆15Updated 3 years ago