anorring / Bayesian-times-series-methodsLinks
Barcelona GSE Macroeconometrics Summer School 2018 courses
☆14Updated 7 years ago
Alternatives and similar repositories for Bayesian-times-series-methods
Users that are interested in Bayesian-times-series-methods are comparing it to the libraries listed below
Sorting:
- Barcelona GSE Macroeconometrics Summer School 2018 course☆15Updated 7 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆21Updated 7 years ago
- Dynare Summer School 2018 material☆15Updated 7 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆12Updated 3 years ago
- Python DSGE models, Euler Equation, Math review (matrix, calc), Cash advance model☆12Updated 4 years ago
- R package for Bayesian Vector Autoregression☆31Updated 5 years ago
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆11Updated 2 years ago
- Macroeconomic Foundations for Asset Prices, an undergrad course at NYU☆15Updated 9 years ago
- The code for network autoregression model (NAR)☆10Updated 9 years ago
- This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their d…☆26Updated 4 years ago
- This course will provide a basic, yet rigorous, introduction to Time Series Econometrics. This course is intended for upper-level undergr…☆18Updated 6 years ago
- The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Pa…☆24Updated 9 months ago
- DSGE/CGE/VAR/DID/RD/IV/Panel Data☆18Updated 5 years ago
- Analysis of the Primiceri (REStud, 2005) model☆32Updated last year
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆34Updated last year
- Introduction to Structural VAR models☆12Updated 5 years ago
- Stata code for part 2 of the book Causal Inference, by Miguel Hernán and James Robins☆18Updated last year
- This repository replicates the figures from the 3rd edition of the book "Recursive Macroeconomic Theory" by Lars Ljungqvist and Thomas J.…☆12Updated 9 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 8 years ago
- Course on GMM, Indirect Inference and Bootstrap for Economists (graduate level)☆15Updated 3 years ago
- Codes to replicate analysis in Baker & Gelbach (2020)☆11Updated 5 years ago
- ☆19Updated 6 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
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆29Updated 2 years ago
- ECON2125/8013 course files☆19Updated 10 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated 2 years ago
- ☆16Updated 4 years ago
- Material from my master level course "Empirical Industrial Organisation and Consumer Choice"☆12Updated 7 years ago
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Updated 7 years ago
- Generalized empirical likelihood and generalized method of moments estimators for Python☆11Updated 7 years ago