This repository accompanies our paper, “The BIS Multisector Model: A Multi-Country Environment for Macroeconomic Analysis”, authored by Matthias Burgert, Giulio Cornelli, Burcu Erik, Benoit Mojon, Daniel Rees and Matthias Rottner.
☆19May 4, 2026Updated 3 months ago
Alternatives and similar repositories for BIS_Multisector_Model
Users that are interested in BIS_Multisector_Model are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Large language models: a primer for economists☆20Jun 11, 2025Updated last year
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆30Jul 29, 2026Updated last week
- Your opinionated Python SDMX library☆27Updated this week
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆12Jan 2, 2023Updated 3 years ago
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆13Jan 23, 2024Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- A Toolkit for Computing Constrained Optimal Policy Projections☆17Aug 1, 2022Updated 4 years ago
- SVAR toolbox for bayesian VAR estimation and a range of identification methods☆11Feb 16, 2025Updated last year
- SDMX Dashboard Generator. A web application for SDMX data and metadata rendering.☆18Aug 27, 2025Updated 11 months ago
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆15Apr 17, 2021Updated 5 years ago
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆19Jan 30, 2025Updated last year
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆35Jun 17, 2026Updated last month
- A machine learning library for economics and finance☆39Updated this week
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆22Aug 31, 2022Updated 3 years ago
- LaTeX Templates for theses and beamer presentations☆19Oct 15, 2024Updated last year
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Code and teaching material for "Macroeconomic Modeling with Julia", a workshop given for the IADB at the Central Bank of Argentina in 201…☆12Aug 14, 2019Updated 6 years ago
- Local projection methods for impulse response estimation☆30Apr 26, 2024Updated 2 years ago
- This is a PhD course on financial frictions in macroeconomic models. This repository includes all the materials taught and is constantly …☆84Jun 4, 2022Updated 4 years ago
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆29Aug 25, 2022Updated 3 years ago
- ☆40Dec 11, 2025Updated 7 months ago
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆11Apr 8, 2022Updated 4 years ago
- ☆19Feb 27, 2026Updated 5 months ago
- This repository contains the files to implement panel local projections inference as proposed in “Micro Responses to Macro Shocks” (M. Al…☆21Jul 1, 2026Updated last month
- Simulation study of Local Projections, VARs, and related estimators☆52Feb 15, 2025Updated last year
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆12Oct 4, 2021Updated 4 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- Quantile Local Projections☆13Aug 8, 2022Updated 4 years ago
- Dynare .mod files for macroeconomic DSGE models☆18Jul 19, 2026Updated 3 weeks ago
- My Quarto Slides Examples☆13Oct 6, 2024Updated last year
- ☆11Apr 19, 2021Updated 5 years ago
- R Package for data driven SVAR identification of impulse response functions☆57Oct 18, 2025Updated 9 months ago
- TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…☆11Jul 18, 2022Updated 4 years ago
- ☆41Jan 22, 2019Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 10 years ago
- This repository contains the material I use to teach the TA sections for the first-year PhD Macroeconomics course at Boston University (E…☆30Dec 5, 2020Updated 5 years ago
- Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …☆13Sep 20, 2020Updated 5 years ago
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆17Nov 7, 2022Updated 3 years ago
- Gravity Modeling Environment by USITC☆21Dec 18, 2024Updated last year
- Workshop on scientific computing for economists with Python and Julia☆18Aug 9, 2016Updated 10 years ago
- Computational macro exercises from 2nd year☆11Apr 6, 2019Updated 7 years ago