WhitesPhD / ECOM025_2020
Financial Econometrics module (MSc level)
☆20Updated 3 years ago
Alternatives and similar repositories for ECOM025_2020:
Users that are interested in ECOM025_2020 are comparing it to the libraries listed below
- 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
- Big Data Applications in Finance module (MSc level)☆15Updated 3 years ago
- LP and VAR inference under potential misspecification☆11Updated 9 months ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆29Updated 2 years ago
- Materials for Empirical Methods for Applied Microeconomics PhD course.☆27Updated 3 years ago
- ☆19Updated last month
- ☆47Updated last month
- Code to reproduce aspects of "The Consumption Response to Trade Shocks: Evidence from the US-China Trade War"☆27Updated 5 years ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated this week
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆30Updated 8 months ago
- Estimating VARs using sign restrictions in R☆20Updated 9 years ago
- Teaching materials from DSE2019 summer school at Chicago Booth☆38Updated 5 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆21Updated 6 years ago
- Inference in SVMA models identified by external instruments/proxies☆12Updated 2 years ago
- ECON 815: Computational Methods for Economists☆22Updated 5 years ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆36Updated 2 years ago
- Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"☆22Updated 9 years ago
- Economic Policy Analysis with Overlapping Generations Models (Autumn 2017)☆28Updated 7 years ago
- This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their d …☆24Updated 3 years ago
- LaTeX Templates for theses and beamer presentations☆18Updated 6 months ago
- ☆28Updated last year
- Code to solve exercises from Adda and Cooper's "Dynamic Economics" book☆17Updated 4 years ago
- Repository for the Advanced Macroeconomics II course of Western University☆28Updated 2 years ago
- ☆12Updated last year
- Graduate Econometrics course notes with code in Julia☆23Updated 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…☆13Updated 6 years ago
- Macroeconomic modelling database (MMB) replication files archive☆50Updated 8 months ago
- Course notes for the first half of ECON-GA 1025 – Macroeconomic Theory I, Fall Semester 2018☆57Updated 6 years ago
- This repo has code to do primary data cleaning for Compustat / Crsp from WRDS☆19Updated 4 years ago
- Stata function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)☆12Updated 5 years ago