LP and VAR inference under potential misspecification
☆20Jan 13, 2026Updated 2 months ago
Alternatives and similar repositories for lp_var_inference
Users that are interested in lp_var_inference are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Using policy shocks to construct systematic policy rule counterfactuals☆16Apr 24, 2023Updated 2 years ago
- LPs or VARs? A Primer for Macroeconomists☆23May 22, 2025Updated 10 months ago
- Materials for empirical macro course☆23Feb 2, 2025Updated last year
- Codes for for Bayesian Local Projections & Bayesian Direct Forecasts☆16Jun 19, 2023Updated 2 years ago
- Bayesian Estimation of Structural Vector Autoregressive Models☆59Feb 28, 2026Updated 3 weeks ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆43Dec 21, 2022Updated 3 years ago
- ☆23Apr 28, 2024Updated last year
- This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…☆21Aug 13, 2018Updated 7 years ago
- Repository hosing the carbon policy shocks identified in Känzig (2023)☆14Mar 7, 2026Updated 2 weeks ago
- R function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)☆11Nov 26, 2023Updated 2 years ago
- Macros and functions to work with DSGE models.☆134Updated this week
- Replication Files for "Evaluating Monetary Policy Counterfactuals: (When) Do We Need Structural Models?" by Caravello, McKay & Wolf☆20Mar 2, 2026Updated 3 weeks ago
- Northwestern PhD class on macroeconomics with heterogeneity, particularly household heterogeneity and HANK models☆45Mar 29, 2025Updated 11 months ago
- Simulation study of Local Projections, VARs, and related estimators☆50Feb 15, 2025Updated last year
- ☆52Sep 19, 2021Updated 4 years ago
- ☆70Oct 12, 2022Updated 3 years ago
- Sample Codes for the Course "Computations and Quantitative Models in Macro" by Alex Monge at the EUI, Florence☆11Nov 9, 2022Updated 3 years ago
- Numerical analysis code and notes for EC 702☆30Apr 12, 2017Updated 8 years ago
- R package for Bayesian Vector Autoregression☆33Jul 2, 2020Updated 5 years ago
- A curated list of Vector Autoregression resources☆63Jun 20, 2023Updated 2 years ago
- Topics in Distributional Macroeconomics @ Tinbergen Institute☆13Mar 6, 2025Updated last year
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆27Jun 16, 2025Updated 9 months ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆129Dec 17, 2024Updated last year
- Code for the Goethe Heterogeneous-Agent Macro Workshop, June 2024☆35Jun 26, 2024Updated last year
- Code for "The Intertemporal Keynesian Cross" (Auclert, Rognlie, Straub JPE 2024)☆12Dec 11, 2024Updated last year
- Robust empirical Bayes confidence intervals☆12Aug 19, 2024Updated last year
- ☆109Nov 8, 2017Updated 8 years ago
- Stata function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)☆12Jun 18, 2019Updated 6 years ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆29Jun 25, 2025Updated 8 months ago
- Empirical macro toolbox☆146Nov 26, 2025Updated 3 months ago
- This repository includes replication code and raw data used in the construction of the Global Macro Database.☆224Mar 16, 2026Updated last week
- Inference in SVMA models identified by external instruments/proxies☆18Dec 21, 2022Updated 3 years ago
- Interactive guide to Fernández-Villaverde, Hurtado, and Nuño (2019): "Financial Frictions and the Wealth Distribution".☆99Mar 2, 2020Updated 6 years ago
- Code for the Spring 2022 heterogeneous-agent macro workshop☆104Oct 4, 2022Updated 3 years ago
- Ambrogio Cesa-Bianchi's VAR Toolbox☆139Jan 27, 2026Updated last month
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆21Mar 11, 2026Updated last week
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆50Aug 19, 2024Updated last year
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆37Oct 30, 2025Updated 4 months ago
- A unified framework to solve and analyze heterogeneous-agent macro models.☆323Feb 24, 2025Updated last year