ani1231091 / Real-Business-CycleLinks
RBC Model Jupyter Notebook
☆10Updated 6 years ago
Alternatives and similar repositories for Real-Business-Cycle
Users that are interested in Real-Business-Cycle are comparing it to the libraries listed below
Sorting:
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆27Updated 2 years ago
- Calibrate, estimate and analyze linearized DSGE models.☆34Updated 5 months ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- ☆40Updated 6 years ago
- Macro with Python☆54Updated 4 years ago
- ☆23Updated 8 years ago
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆16Updated 2 years ago
- Resources for a PhD class module focused on anomalies.☆16Updated last year
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆38Updated 4 years ago
- Jupyter notebooks illustrating solutions to computational macroeconomic problems☆16Updated 4 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆60Updated last year
- Replication Code for Identifying Price Informativeness☆13Updated 4 years ago
- PhD 403: Empirical Asset Pricing☆27Updated 6 years ago
- Big Data Applications in Finance module (MSc level)☆16Updated 4 years ago
- Materials for the mini-course on deep learning and macro-finance.☆22Updated last year
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated 4 months ago
- Modeling Macroeconomics with Deep Reinforcement Learning☆12Updated 6 years ago
- 2018-2019 Quantitative Macroeconomics, UAB☆76Updated 6 years ago
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Updated 4 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆31Updated 4 years ago
- Dynamic Programming and Computational Economics☆12Updated 2 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
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆52Updated 11 months ago
- Course on Quantitative Macroeconomics (Master/PhD level)☆67Updated 8 months ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆40Updated 5 years ago
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆20Updated 3 years ago
- Replication codes for several of my projects☆15Updated 6 months ago
- Replication of momentum strategy☆18Updated 3 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated 2 years ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago