LRondina / SVARs-IntroLinks
Introduction to Structural VAR models
☆12Updated 5 years ago
Alternatives and similar repositories for SVARs-Intro
Users that are interested in SVARs-Intro are comparing it to the libraries listed below
Sorting:
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Updated 6 years ago
- Inference in SVMA models identified by external instruments/proxies☆12Updated 2 years ago
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Updated 4 years ago
- Demonstration of the Reiter method for solving models with heterogeneous agents and aggregate shocks in general equilibrium. Solves a sim…☆11Updated 7 years ago
- Some Examples using VFItoolkit-matlab☆31Updated last week
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Updated 7 years ago
- Solving models with numerical methods (economics)☆12Updated last year
- LP and VAR inference under potential misspecification☆11Updated 11 months ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆33Updated 2 years ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆20Updated 2 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆15Updated 7 years ago
- Code for running model in BHM (2020) and UI to change parameters☆12Updated 3 years ago
- Intro to DSGE models using Python and Dynare☆12Updated 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
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆34Updated 11 months ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆14Updated 7 years ago
- Replication of Heterogeneous Agent New Keynesian (HANK) model in MATLAB☆37Updated 4 years ago
- Repository containing vintages of oil supply news shock data☆11Updated last month
- A toolkit for implementing occasionally binding constraints in Dynare.☆47Updated last year
- Analysis of the household consumption response to the Covid-19 crisis and the CAREs Act response☆20Updated 2 weeks ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated 2 years ago
- Simple life cycle model following Costa Dias and O'Dea☆17Updated last year
- Course website for Quantitative Methods for Monetary Economics☆10Updated 5 years ago
- ☆16Updated 3 years ago
- Estimating VARs using sign restrictions in R☆20Updated 9 years ago
- ☆11Updated 4 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆16Updated 2 years ago
- Numerical analysis code and notes for EC 702☆30Updated 8 years ago
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆11Updated 2 years ago
- This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their d…☆25Updated 3 years ago