ali-aka-ahmed / FOMCTranscriptAnalysis
Textual analysis of FOMC Transcripts. My research examines the relationship between words said during FOMC meetings, and changes in Federal Funds Rate. You can walk through my data cleaning, processing, and analysis process here.
☆27Updated 7 years ago
Alternatives and similar repositories for FOMCTranscriptAnalysis:
Users that are interested in FOMCTranscriptAnalysis are comparing it to the libraries listed below
- ☆20Updated 3 years ago
- A convenient class for scraping all the existing FOMC meeting statements☆31Updated last year
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆14Updated 4 years ago
- ☆9Updated 5 years ago
- ☆37Updated 10 months ago
- US equity (portfolio) characteristics, the main file is in SAS.☆19Updated last year
- ☆23Updated 7 years ago
- Imputing missing stock anomalies data with EM implementation☆11Updated last year
- ☆18Updated 3 years ago
- Python modules for time-series analysis and empirical asset pricing.☆17Updated 4 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆38Updated 4 years ago
- Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python☆13Updated last year
- Advanced Financial Econometrics - Trinity Term 2020☆28Updated 4 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- ☆28Updated 4 years ago
- MD&A sections from 10-Ks; 2002-2018☆33Updated 4 months ago
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Updated 4 years ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆35Updated 5 years ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆25Updated last year
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Updated 4 years ago
- RBC Model Jupyter Notebook☆10Updated 6 years ago
- Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation☆21Updated 6 years ago
- Material for a Python for Finance workshop at the University of Melbourne in 2018☆16Updated 7 years ago
- PhD 403: Empirical Asset Pricing☆27Updated 6 years ago
- This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of eco…☆11Updated last year
- Replication of key GARCH model papers☆33Updated 9 years ago
- R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"☆13Updated 2 years ago
- An open source library for the extraction of Federal Reserve Data.☆21Updated last year
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆14Updated 2 years ago