Alternatives and similar repositories for EmpiricalFinancePhD:

Users that are interested in EmpiricalFinancePhD are comparing it to the libraries listed below

• PaulSoderlind / FinancialEconometrics
  Financial Econometrics (MSc, Julia code)
  ☆60Updated last month
• lucabrugnolini / VectorAutoregressions.jl
  Vector autoregressive model in Julia
  ☆35Updated 2 years ago
• PaulSoderlind / PaulSoderlindCode
  Paul Söderlind's finance/econ codes
  ☆17Updated 6 months ago
• matthieugomez / AiyagariContinuousTime.jl
  Solve Aiyagari Model in Continuous Time
  ☆28Updated 6 years ago
• goutham-fin / MacroFinance
  ☆15Updated 3 years ago
• justinjjlee / SmoothLocalProjections.jl
  julia implementation of Smooth Local Projections (SLP)
  ☆14Updated 9 months ago
• barunik / DistributionalForecasts.jl
  Code accompanying the Anatolyev, S. and Baruník, J., (2019). Forecasting dynamic return distributions based on ordered binary choice. Int…
  ☆7Updated 6 years ago
• FRBNY-DSGE / Replication-of-Online-Estimation-of-DSGE-Models
  ☆16Updated 3 years ago
• DawievLill / CompEconNotes
  Notes and Julia code for computational economics reading group
  ☆16Updated last year
• junyuan-chen / LocalProjections.jl
  Local projection methods for impulse response estimation
  ☆23Updated 11 months ago
• jm4474 / Confidence_Bands
  This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…
  ☆13Updated 6 years ago
• markaguiar / TheEconomicsofSovereignDebt
  ☆13Updated 3 years ago
• jlperla / continuous_time_methods
  ☆24Updated 6 years ago
• greimel / distributional-macroeconomics
  Topics in Distributional Macroeconomics @ Tinbergen Institute
  ☆13Updated last month
• FanWangEcon / CodeDynaAsset
  Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models
  ☆23Updated 5 years ago
• kurtmitman / housing-boom-bust
  Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …
  ☆11Updated 4 years ago
• caimichael / macrofoundations_notes
  Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.
  ☆15Updated 7 years ago
• econ-ark / REMARK
  Replications and Explorations Made using the ARK
  ☆22Updated this week
• FRBNY-DSGE / rstarBrookings2017
  Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…
  ☆33Updated 9 months ago
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆18Updated 6 years ago
• dengmz / ParallelDefault
  Parallel computation of sovereign default model
  ☆16Updated 3 years ago
• rsarfati / THANK
  Estimation of tractable heterogeneous-agent New-Keynesian model.
  ☆18Updated 4 years ago
• ScPo-CompEcon / CoursePack
  course website
  ☆12Updated 4 years ago
• vgregory757 / KhanThomas
  Julia code for solving Khan and Thomas (2008) in continuous time
  ☆8Updated 8 years ago
• pat-alt / deepvars
  Vector Autoregression augmented with deep learning.
  ☆16Updated last year
• NYUEcon / CompEconWorkshop_2017
  ☆25Updated 7 years ago
• aaowens / PSID.jl
  Quickly assemble data from the Panel Study of Income Dynamics (PSID)
  ☆26Updated last month
• FRBNY-DSGE / CEF_2017_Workshop
  Code and teaching material for "Modeling with Julia -- with an Application to the New York Fed DSGE", a workshop at CEF 2017
  ☆23Updated 2 years ago
• JohannesPfeifer / Occbin_update
  ☆11Updated 4 years ago
• ocamp020 / PhD_Macro_Course_Western
  Repository for the Advanced Macroeconomics II course of Western University
  ☆28Updated 2 years ago