KMueller-Lab / Global-Macro-DatabaseLinks
This repository includes replication code and raw data used in the construction of the Global Macro Database.
☆131Updated 3 weeks ago
Alternatives and similar repositories for Global-Macro-Database
Users that are interested in Global-Macro-Database are comparing it to the libraries listed below
Sorting:
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆44Updated last month
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆50Updated 8 months ago
- "Computational Methods for Economists using Python", by Richard W. Evans. Tutorials and executable code in Python for the most commonly u…☆100Updated last year
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆40Updated 2 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆46Updated last year
- Resources for a PhD class module focused on anomalies.☆16Updated last year
- A curated list of Vector Autoregression resources☆56Updated 2 years ago
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆36Updated 7 months ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆113Updated 6 months ago
- A collection of macroeconomic models with heterogenous agents written in python and matlab by me.☆91Updated last year
- Workshops for the Central Bank of Chile☆14Updated 2 years ago
- Example code of simple things one can do with our open-source asset pricing data☆52Updated 10 months ago
- Collection of puzzles in macroeconomics☆112Updated 3 years ago
- Repository for the codes of EconMacro's blog posts☆14Updated 2 months ago
- Course materials for ECON526 MA Quantitative Economics; computational econ and data science with a focus on causal inference☆21Updated 6 months ago
- Lectures and conference materials for the DSE2023 at the University of Lausanne, Switzerland☆155Updated last year
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆32Updated 2 years ago
- 2018-2019 Quantitative Macroeconomics, UAB☆75Updated 6 years ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆58Updated last month
- Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)☆82Updated 3 years ago
- A best-efforts collection of open-sourced macroeconomic models run by central banks and other official sector agencies (ie, ministries of…☆154Updated last year
- Code to get data from WRDS to PostgreSQL☆46Updated 7 months ago
- ☆19Updated 3 years ago
- Source files for the course "Intermediate Macroeconomics"☆105Updated 3 weeks ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated last week
- Material for the exercise sessions of master course Machine Learning for Economic Analysis @UZH☆87Updated 3 years ago
- Big Data Applications in Finance module (MSc level)☆15Updated 3 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆18Updated last year
- A crash course on Climate Econ in Dynare☆16Updated last month
- Empirical macro toolbox☆138Updated last week