WhitesPhD / ECOM025_2020Links
Financial Econometrics module (MSc level)
☆22Updated 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:
- Big Data Applications in Finance module (MSc level)☆16Updated 4 years ago
- ☆19Updated 6 years ago
- Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)☆87Updated 3 years ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated 3 months ago
- Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"☆23Updated 9 years ago
- Course on Macroeconometrics (graduate level)☆58Updated 3 years ago
- Macroeconomic modelling database (MMB) replication files archive☆52Updated last year
- Solving models with numerical methods (economics)☆12Updated 2 years ago
- LP and VAR inference under potential misspecification☆12Updated last year
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆60Updated 4 months ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆34Updated 2 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆120Updated 9 months ago
- My "Foundations of Computational Economics" course☆98Updated 3 years ago
- Estimating VARs using sign restrictions in R☆21Updated 9 years ago
- Mathematics for Economists (Matlab Live Codes)☆56Updated 4 years ago
- Introduction to Structural VAR models☆12Updated 5 years ago
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆38Updated 4 years ago
- This repository contains the material I use to teach the TA sections for the first-year PhD Macroeconomics course at Boston University (E…☆29Updated 4 years ago
- R package for Bayesian Vector Autoregression☆31Updated 5 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆35Updated last year
- Barcelona GSE Macroeconometrics Summer School 2018 course☆21Updated 7 years ago
- Collection of puzzles in macroeconomics☆113Updated 4 years ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆38Updated 3 years ago
- Course notes for the first half of ECON-GA 1025 – Macroeconomic Theory I, Fall Semester 2018☆58Updated 6 years ago
- Materials for Empirical Methods for Applied Microeconomics PhD course.☆28Updated 3 years ago
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆39Updated last year
- Python DSGE models, Euler Equation, Math review (matrix, calc), Cash advance model☆12Updated 4 years ago
- Numerical analysis code and notes for EC 702☆30Updated 8 years ago
- Code to reproduce aspects of "The Consumption Response to Trade Shocks: Evidence from the US-China Trade War"☆28Updated 5 years ago
- Teaching materials from DSE2019 summer school at Chicago Booth☆39Updated 5 years ago