as4456 / Leo_Krippner_SSRLinks
Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model
☆15Updated 4 years ago
Alternatives and similar repositories for Leo_Krippner_SSR
Users that are interested in Leo_Krippner_SSR are comparing it to the libraries listed below
Sorting:
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago
- ☆21Updated 4 years ago
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 8 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆31Updated 4 years ago
- ☆40Updated 6 years ago
- Macroeconomic Foundations for Asset Prices, an undergrad course at NYU☆15Updated 9 years ago
- PhD 403: Empirical Asset Pricing☆27Updated 6 years ago
- Calibrate, estimate and analyze linearized DSGE models.☆34Updated 4 months ago
- R package for Bayesian Vector Autoregression☆31Updated 5 years ago
- A curated list of Vector Autoregression resources☆58Updated 2 years ago
- Textual analysis of FOMC Transcripts. My research examines the relationship between words said during FOMC meetings, and changes in Feder…☆27Updated 7 years ago
- Macro with Python☆54Updated 4 years ago
- ☆39Updated 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
- ☆19Updated 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…☆12Updated 2 years ago
- R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"☆13Updated 2 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
- A collection of tools for working with DSGE models in python, inspired by the R package gEcon☆31Updated this week
- ☆23Updated 8 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- RBC Model Jupyter Notebook☆10Updated 6 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆19Updated last year
- 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
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆35Updated last year
- This repository stores the source code for the Python and R projects used to access the database.☆11Updated 3 months ago
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆32Updated 5 years ago
- Jupyter notebooks illustrating solutions to computational macroeconomic problems☆16Updated 4 years ago
- Lectures and tutorials for number of courses in economics and statistics.☆19Updated 4 years ago
- Python Programming Code for Dynamic Stochastic General Equilibrium Modeling☆40Updated 4 years ago