WhitesPhD / ECOM025_2020View external linksLinks
Financial Econometrics module (MSc level)
☆22Sep 23, 2021Updated 4 years ago
Alternatives and similar repositories for ECOM025_2020
Users that are interested in ECOM025_2020 are comparing it to the libraries listed below
Sorting:
- Solving models with numerical methods (economics)☆13Aug 1, 2023Updated 2 years ago
- Inference in SVMA models identified by external instruments/proxies☆16Dec 21, 2022Updated 3 years ago
- Python DSGE models, Euler Equation, Math review (matrix, calc), Cash advance model☆12Feb 11, 2021Updated 5 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 9 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Sep 4, 2019Updated 6 years ago
- Building up from a simple OLG☆10Feb 2, 2026Updated last week
- code to replicate "Investment, Emissions, and Reliability in Electricity Markets," by Jonathan Elliott☆11Jul 31, 2025Updated 6 months ago
- ☆12Apr 16, 2021Updated 4 years ago
- ☆36Dec 11, 2025Updated 2 months ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆14Jun 1, 2021Updated 4 years ago
- User-written MATLAB code/solutions for the chapter exercises in Microeconometrics and MATLAB: An Introduction by Adams, Clarke and Quinn …☆15Mar 19, 2018Updated 7 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆13Dec 21, 2021Updated 4 years ago
- Some Examples using VFItoolkit-matlab☆33Feb 4, 2026Updated last week
- ☆12Aug 14, 2017Updated 8 years ago
- Describes and solves some simple HACT models in Julia. The notes and code is modified and translated from Benjamin Moll's notes and code…☆11Jun 2, 2016Updated 9 years ago
- Ambrogio Cesa-Bianchi's VAR Toolbox☆138Jan 27, 2026Updated 2 weeks ago
- Course Website on Macroeconomic Analysis with Machine Learning and Big Data☆134Jan 20, 2024Updated 2 years ago
- LP and VAR inference under potential misspecification☆17Jan 13, 2026Updated last month
- This course will provide a basic, yet rigorous, introduction to Time Series Econometrics. This course is intended for upper-level undergr…☆18May 9, 2019Updated 6 years ago
- Course on GMM, Indirect Inference and Bootstrap for Economists (graduate level)☆13Apr 8, 2022Updated 3 years ago
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"☆18Aug 14, 2019Updated 6 years ago
- Measuring the Market Risk Premium☆18Jun 6, 2022Updated 3 years ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Jan 28, 2021Updated 5 years ago
- ☆18Sep 4, 2024Updated last year
- predicting US Federal interest rate changes using the text of Fed press releases☆15Jul 1, 2023Updated 2 years ago
- A powerful & convenient package for a two-step estimation method of the Factor augmented VAR (FAVAR) model, which is mainly based on RATS…☆18Aug 26, 2024Updated last year
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Jun 4, 2020Updated 5 years ago
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆21Oct 7, 2024Updated last year
- ☆19Mar 21, 2019Updated 6 years ago
- A best-efforts collection of open-sourced macroeconomic models run by central banks and other official sector agencies (ie, ministries of…☆181Jul 16, 2025Updated 6 months ago
- Replications and Explorations Made using the ARK☆24Jan 10, 2026Updated last month
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆22Aug 31, 2022Updated 3 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Sep 2, 2018Updated 7 years ago
- ☆22May 4, 2021Updated 4 years ago
- Computational Economics with Python☆45Apr 26, 2018Updated 7 years ago
- This code solves the Krusell-Smith model in two ways: Perturbation and MIT shock. More details on the model and the solution approach can…☆43Nov 20, 2020Updated 5 years ago
- There are codes teanslated from the book named Tidy finance with R to python which you can get from https://www.tidy-finance.org/.☆21Apr 12, 2023Updated 2 years ago
- A collection of Dynare models☆28Aug 24, 2020Updated 5 years ago