PaulSoderlind / EmpiricalFinancePhD
Empirical Finance Course (PhD, Julia code)
☆34Updated 2 months ago
Alternatives and similar repositories for EmpiricalFinancePhD:
Users that are interested in EmpiricalFinancePhD are comparing it to the libraries listed below
- Financial Econometrics (MSc, Julia code)☆58Updated last week
- Paul Söderlind's finance/econ codes☆17Updated 3 months ago
- Vector autoregressive model in Julia☆35Updated 2 years ago
- ☆14Updated 3 years ago
- Solve Aiyagari Model in Continuous Time☆27Updated 6 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 7 years ago
- 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
- Code accompanying the Anatolyev, S. and Baruník, J., (2019). Forecasting dynamic return distributions based on ordered binary choice. Int…☆7Updated 5 years ago
- ☆16Updated 3 years ago
- julia implementation of Smooth Local Projections (SLP)☆14Updated 7 months ago
- 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
- ☆24Updated 6 years ago
- Vector Autoregression augmented with deep learning.☆15Updated last year
- ☆12Updated 3 years ago
- course website☆12Updated 4 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆21Updated 5 years ago
- Julia code for solving Khan and Thomas (2008) in continuous time☆8Updated 7 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆32Updated 6 months ago
- Some codes for Economics (mostly value function) written in Julia☆21Updated 3 years ago
- Estimating VARs using sign restrictions in R☆19Updated 8 years ago
- Parallel computation of sovereign default model☆14Updated 3 years ago
- ☆12Updated 3 years ago
- Gradually build up a life-cycle model☆18Updated 3 weeks ago
- Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"☆22Updated 7 years ago
- ☆12Updated last year
- Notes and Julia code for computational economics reading group☆16Updated last year
- Topics in Distributional Macroeconomics @ Tinbergen Institute☆13Updated 8 months ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆11Updated last year
- Workshop on scientific computing for economists with Python and Julia☆18Updated 8 years ago