anorring / Empirical-time-series-methods-for-macroeconomic-analysisLinks
Barcelona GSE Macroeconometrics Summer School 2018 course
☆14Updated 7 years ago
Alternatives and similar repositories for Empirical-time-series-methods-for-macroeconomic-analysis
Users that are interested in Empirical-time-series-methods-for-macroeconomic-analysis are comparing it to the libraries listed below
Sorting:
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Updated 6 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
- Dynare Summer School 2018 material☆15Updated 7 years ago
- Python DSGE models, Euler Equation, Math review (matrix, calc), Cash advance model☆12Updated 4 years ago
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Updated 4 years ago
- Solving models with numerical methods (economics)☆12Updated 2 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 7 years ago
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆20Updated 2 months ago
- 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
- Introduction to Structural VAR models☆12Updated 5 years ago
- ☆16Updated 3 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated 2 years ago
- DSGE/CGE/VAR/DID/RD/IV/Panel Data☆17Updated 5 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 courses☆13Updated 7 years ago
- Simple life cycle model following Costa Dias and O'Dea☆17Updated last year
- ☆19Updated 6 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆16Updated 3 years ago
- Repository containing vintages of oil supply news shock data☆11Updated 3 months ago
- Materials for Empirical Methods for Applied Microeconomics PhD course.☆28Updated 3 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Updated 5 years ago
- This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their d…☆25Updated 3 years ago
- Analysis of the Primiceri (REStud, 2005) model☆32Updated 11 months ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated 2 months ago
- LP and VAR inference under potential misspecification☆12Updated last year
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆34Updated 10 months ago
- Some Examples using VFItoolkit-matlab☆32Updated last month
- Inference in SVMA models identified by external instruments/proxies☆12Updated 2 years ago
- Dynamic Programming and Computational Economics☆12Updated last year
- Demonstration of the Reiter method for solving models with heterogeneous agents and aggregate shocks in general equilibrium. Solves a sim…☆11Updated 7 years ago
- Gradually build up a life-cycle model☆21Updated 3 months ago