Stellenbosch-Econometrics / AdvancedTimeSeries-872View external linksLinks
Bayesian methods for time series analysis with code in Julia
☆16Aug 14, 2023Updated 2 years ago
Alternatives and similar repositories for AdvancedTimeSeries-872
Users that are interested in AdvancedTimeSeries-872 are comparing it to the libraries listed below
Sorting:
- Julia code for an upper level undergraduate macroeconomics course.☆10May 18, 2022Updated 3 years ago
- Data science module for economists written mostly in Julia and R☆27Jul 27, 2022Updated 3 years ago
- This repository hosts the code and data from the GAUSS blog☆15May 20, 2025Updated 8 months ago
- ☆15Sep 5, 2020Updated 5 years ago
- 「Pythonで学ぶマクロ経済学 (中級＋レベル)」で使うモジュール☆12Dec 5, 2025Updated 2 months ago
- Pythonで学ぶマクロ経済学（Python for Intermediate+ Macroeconomics）☆14Dec 10, 2025Updated 2 months ago
- Functions and scripts associated with the book Microdata and MATLAB (Adams, Clarke, Quinn)☆17Apr 6, 2018Updated 7 years ago
- Notes and Julia code for computational economics reading group☆17Jun 12, 2023Updated 2 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆15Jun 28, 2018Updated 7 years ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Jan 28, 2021Updated 5 years ago
- A Panel Data Toolbox for MATLAB☆24Jan 10, 2025Updated last year
- Course materials for Zurich Initiative for Computational Economics (ZICE) 2014☆32Feb 5, 2014Updated 12 years ago
- Stata scripts running recent staggered DID estimators on simulated dataset☆35Aug 6, 2021Updated 4 years ago
- Some Examples using VFItoolkit-matlab☆33Feb 4, 2026Updated last week
- Ambrogio Cesa-Bianchi's VAR Toolbox☆139Jan 27, 2026Updated 3 weeks ago
- Vector autoregressive model in Julia☆36Jun 22, 2022Updated 3 years ago
- Economics Textbook (Openstax)☆40Jul 5, 2018Updated 7 years ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆39Jul 1, 2022Updated 3 years ago
- 大类资产配置☆11Jun 3, 2021Updated 4 years ago
- ☆10Jul 30, 2025Updated 6 months ago
- Course website for Quantitative Methods for Monetary Economics☆10Sep 4, 2019Updated 6 years ago
- ☆12Jan 19, 2019Updated 7 years ago
- ☆12Dec 26, 2023Updated 2 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 3 years ago
- TVP VAR Workshop☆15Feb 26, 2020Updated 5 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 9 years ago
- Python test runner built in Rust☆17Feb 10, 2026Updated last week
- ☆10Apr 6, 2023Updated 2 years ago
- Code for "Fiscal and Monetary Policy with Heterogeneous Agents" (Auclert, Rognlie, Straub 2025)☆47Apr 12, 2025Updated 10 months ago
- ☆19Updated this week
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 years ago
- Introduction to Python for Data Science☆13Oct 11, 2024Updated last year
- R package for Markov regime-switching models☆12Jan 23, 2018Updated 8 years ago
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Jan 11, 2018Updated 8 years ago
- Python functionality for getting different data from Bloomberg: prices, implied vols, fundamentals☆13Aug 7, 2025Updated 6 months ago
- Building up from a simple OLG☆10Feb 2, 2026Updated 2 weeks ago
- VIIRS Tutorial at Scipy 2021☆12Mar 29, 2025Updated 10 months ago
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆11Nov 17, 2019Updated 6 years ago
- Materials from the Webinar "How to build better portfolios with Python using Riskfolio-Lib"☆11Feb 4, 2025Updated last year