chiyahn / rMSWITCHLinks
R package for Markov regime-switching models
☆12Updated 7 years ago
Alternatives and similar repositories for rMSWITCH
Users that are interested in rMSWITCH are comparing it to the libraries listed below
Sorting:
- Measuring the Market Risk Premium☆18Updated 3 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated 2 years ago
- Code to compute Spillover Asymmetry Measure (SAM) introduced in Baruník, J., Kočenda, E. and Vácha, L., 2016. Asymmetric connectedness on…☆14Updated 6 years ago
- R package for Bayesian Vector Autoregression☆31Updated 5 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆21Updated 7 years ago
- Macroeconomic Foundations for Asset Prices, an undergrad course at NYU☆15Updated 9 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
- R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"