PaulSoderlind / FinancialEconometricsLinks
Financial Econometrics (MSc, Julia code)
☆66Updated last week
Alternatives and similar repositories for FinancialEconometrics
Users that are interested in FinancialEconometrics are comparing it to the libraries listed below
Sorting:
- Empirical Finance Course (PhD, Julia code)☆36Updated 8 months ago
- ☆15Updated 4 years ago
- Julia Tutorial for Finance and Econometrics Students☆119Updated last month
- Vector autoregressive model in Julia☆36Updated 3 years ago
- This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…☆14Updated 6 years ago
- Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"☆23Updated 8 years ago
- Repository for the Advanced Macroeconomics II course of Western University☆28Updated 2 years ago
- Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)☆82Updated 3 years ago
- Code accompanying the Anatolyev, S. and Baruník, J., (2019). Forecasting dynamic return distributions based on ordered binary choice. Int…☆7Updated 6 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 7 years ago
- Financial Econometrics module (MSc level)☆21Updated 3 years ago
- Syllabus for CompEcon Course☆46Updated 4 years ago
- Python code for Robust Identification of Investor Beliefs☆13Updated 4 years ago
- Julia code for solving Khan and Thomas (2008) in continuous time☆8Updated 8 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆34Updated last year
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆58Updated 2 months ago
- Paul Söderlind's finance/econ codes☆17Updated 9 months ago
- Code to reproduce aspects of "The Consumption Response to Trade Shocks: Evidence from the US-China Trade War"☆28Updated 5 years ago
- Machine Learning for Economic Modeling☆26Updated 5 years ago
- Notes and Julia code for computational economics reading group☆16Updated 2 years ago
- Simple life cycle model following Costa Dias and O'Dea☆17Updated last year
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated 2 years ago
- A Julia package to solve, simulate, and analyze nonlinear DSGE models.☆84Updated last month
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"☆30Updated 5 years ago
- ☆19Updated 6 years ago
- Codes to accompany the paper "Matlab, Python, Julia: What to Choose in Economics?" by Chase Coleman, Spencer Lyon, Lilia Maliar, and Serg…☆23Updated 6 years ago
- Solving models with numerical methods (economics)☆12Updated 2 years ago
- ☆12Updated 4 years ago
- Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …☆11Updated 4 years ago
- My "Foundations of Computational Economics" course☆94Updated 3 years ago