Ambrogio Cesa-Bianchi's VAR Toolbox
☆198Aug 18, 2026Updated 2 months ago
Alternatives and similar repositories for VAR-Toolbox
Users that are interested in VAR-Toolbox are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Empirical macro toolbox☆162Oct 31, 2026Updated last week
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆148Jul 1, 2026Updated 4 months ago
- LPs or VARs? A Primer for Macroeconomists☆32May 22, 2025Updated last year
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆53Aug 19, 2024Updated 2 years ago
- MATLAB library for large Bayesian VARs: samplers, shrinkage priors, stochastic volatility, marginal likelihoods and forecasting, with exa…☆65Updated this week
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- A curated list of Vector Autoregression resources☆69Aug 6, 2026Updated 3 months ago
- Macro Framework Forecasting☆27Updated this week
- This repository contains the files to implement panel local projections inference as proposed in “Micro Responses to Macro Shocks” (M. Al…☆21Aug 16, 2026Updated 2 months ago
- A collection of Dynare models☆594Mar 31, 2026Updated 7 months ago
- Simulation study of Local Projections, VARs, and related estimators☆53Feb 15, 2025Updated last year
- Inference in SVMA models identified by external instruments/proxies☆20Dec 21, 2022Updated 3 years ago
- Vector autoregressive model in Julia☆37Jun 22, 2022Updated 4 years ago
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆23Sep 20, 2023Updated 3 years ago
- Code for "Fiscal and Monetary Policy with Heterogeneous Agents" (Auclert, Rognlie, Straub 2025)☆56Apr 12, 2025Updated last year
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- LP and VAR inference under potential misspecification☆24Jan 13, 2026Updated 9 months ago
- Replication Files for "Evaluating Monetary Policy Counterfactuals: (When) Do We Need Structural Models?" by Caravello, McKay & Wolf☆24Mar 2, 2026Updated 8 months ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆69May 15, 2025Updated last year
- A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…☆11Aug 11, 2026Updated 2 months ago
- A Stata implementation of Smooth Local Projections from Barnichon and Brownlees (2019)☆12Jul 12, 2026Updated 3 months ago
- Macros and functions to work with DSGE models.☆152Updated this week
- [IrisToolbox] for Macroeconomic Modeling☆99Apr 17, 2024Updated 2 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆45Dec 21, 2022Updated 3 years ago
- Codes for for Bayesian Local Projections & Bayesian Direct Forecasts☆19Jun 19, 2023Updated 3 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Replication code for "Monetary Policy, Credit Spreads, and Business Cycle Fluctuations"☆19Jun 14, 2018Updated 8 years ago
- ☆11Apr 19, 2021Updated 5 years ago
- This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…☆22Aug 13, 2018Updated 8 years ago
- ☆41Jun 13, 2024Updated 2 years ago
- A unified framework to solve and analyze heterogeneous-agent macro models.☆359Feb 24, 2025Updated last year
- R package for Bayesian Vector Autoregression☆36Jul 2, 2020Updated 6 years ago
- ☆112Nov 8, 2017Updated 9 years ago
- PhD level course on advanved macro models dealing with agent heterogeneity.☆67Nov 30, 2020Updated 5 years ago
- ☆19Sep 4, 2024Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- A Toolkit for Computing Constrained Optimal Policy Projections☆17Aug 1, 2022Updated 4 years ago
- Collection of puzzles in macroeconomics☆132Aug 16, 2021Updated 5 years ago
- Comprehensive MATLAB toolkit for Vector Autoregression (VAR) analysis with extensive identification schemes☆26Oct 5, 2026Updated last month
- ☆19Mar 21, 2019Updated 7 years ago
- ☆50May 31, 2020Updated 6 years ago
- R package to estimate monetary policy surprises from high-frequency data☆12Sep 1, 2025Updated last year
- Interactive guide to Fernández-Villaverde, Hurtado, and Nuño (2019): "Financial Frictions and the Wealth Distribution".☆100Mar 2, 2020Updated 6 years ago
Are these results useful?