ckwolf92 / lp_var_inferenceLinks
LP and VAR inference under potential misspecification
☆15Updated 3 weeks 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
Sorting:
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆37Updated 2 years ago
- Inference in SVMA models identified by external instruments/proxies☆14Updated 2 years ago
- ☆13Updated 2 years ago
- Using policy shocks to construct systematic policy rule counterfactuals☆14Updated 2 years ago
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆26Updated 3 years ago
- Codes that use the VFI Toolkit to replicate existing papers☆46Updated 8 months ago
- ☆12Updated 4 years ago
- Estimation of heterogeneous agent models using both macro and micro data☆37Updated 2 years ago
- Numerical analysis code and notes for EC 702☆30Updated 8 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…☆29Updated 5 years ago
- Solves and simulates the Hugget JECD (1993) Economy☆11Updated 4 years ago
- ☆33Updated last year
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆28Updated 5 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Updated 6 years ago
- ☆13Updated last year
- Code for "Fiscal and Monetary Policy with Heterogeneous Agents" (Auclert, Rognlie, Straub 2025)☆45Updated 7 months ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆23Updated 3 years ago
- Some Examples using VFItoolkit-matlab☆32Updated 2 weeks ago
- This code solves the Krusell-Smith model in two ways: Perturbation and MIT shock. More details on the model and the solution approach can…☆43Updated 5 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆17Updated 3 years ago
- Simulation study of Local Projections, VARs, and related estimators☆45Updated 9 months ago
- Repository for the Advanced Macroeconomics II course of Western University☆30Updated 2 years ago
- Code to solve exercises from Adda and Cooper's "Dynamic Economics" book☆17Updated 5 years ago
- Slides for teaching numerical methods in quantitative macroeconomics☆13Updated 3 years ago
- Replication of Heterogeneous Agent New Keynesian (HANK) model in MATLAB☆40Updated 5 years ago
- Repository hosing the carbon policy shocks identified in Känzig (2023)☆12Updated 6 months ago
- ☆29Updated 5 months ago
- Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…☆14Updated 4 years ago
- ☆33Updated 2 years ago
- Gradually build up a life-cycle model☆22Updated 6 months ago