KMueller-Lab / Global-Macro-Database
This repository includes replication code and raw data used in the construction of the Global Macro Database.
☆102Updated 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
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆40Updated last month
- Resources for a PhD class module focused on anomalies.☆15Updated 10 months ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆49Updated 6 months ago
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆34Updated 5 months ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated this week
- "Computational Methods for Economists using Python", by Richard W. Evans. Tutorials and executable code in Python for the most commonly u…☆93Updated last year
- Course materials for ECON526 MA Quantitative Economics; computational econ and data science with a focus on causal inference☆21Updated 4 months ago
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆14Updated last year
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆44Updated last year
- A curated list of Vector Autoregression resources☆56Updated last year
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆36Updated 2 years ago
- qmoms package to compute option-implied moments from surface data☆16Updated 11 months ago
- Code to get data from WRDS to PostgreSQL☆46Updated 5 months ago
- Repository for the codes of EconMacro's blog posts☆13Updated 3 weeks ago
- Big Data Applications in Finance module (MSc level)☆15Updated 3 years ago
- Workshops for the Central Bank of Chile☆14Updated 2 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆106Updated 4 months ago
- Collection of puzzles in macroeconomics☆108Updated 3 years ago
- ☆19Updated 2 years ago
- Example code of simple things one can do with our open-source asset pricing data☆51Updated 8 months ago
- A collection of macroeconomic models with heterogenous agents written in python and matlab by me.☆90Updated 10 months ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆59Updated 2 months ago
- Replication Files for "Evaluating Policy Counterfactuals: A VAR-Plus Approach"☆13Updated 7 months ago
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆30Updated 8 months ago
- This is a PhD course on financial frictions in macroeconomic models. This repository includes all the materials taught and is constantly …☆75Updated 2 years ago
- Implementation of basic macro models in various programming languages☆13Updated 2 years ago
- Introduction to Bayesian Econometrics☆13Updated 4 years ago
- Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)☆82Updated 3 years ago
- Macro with Python☆54Updated 3 years ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆36Updated 2 years ago