LP and VAR inference under potential misspecification
☆23Jan 13, 2026Updated 3 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☆17Apr 24, 2023Updated 3 years ago
- LPs or VARs? A Primer for Macroeconomists☆25May 22, 2025Updated 11 months ago
- Materials for empirical macro course☆25Feb 2, 2025Updated last year
- Codes for for Bayesian Local Projections & Bayesian Direct Forecasts☆17Jun 19, 2023Updated 2 years ago
- Bayesian Estimation of Structural Vector Autoregressive Models☆62Apr 9, 2026Updated 3 weeks 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.
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆44Dec 21, 2022Updated 3 years ago
- ☆23Apr 28, 2024Updated 2 years ago
- This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…☆22Aug 13, 2018Updated 7 years ago
- Repository hosing the carbon policy shocks identified in Känzig (2023)☆15Mar 7, 2026Updated last month
- 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.☆138Updated this week
- Replication Files for "Evaluating Monetary Policy Counterfactuals: (When) Do We Need Structural Models?" by Caravello, McKay & Wolf☆23Mar 2, 2026Updated 2 months ago
- Northwestern PhD class on macroeconomics with heterogeneity, particularly household heterogeneity and HANK models☆45Mar 29, 2025Updated last year
- Simulation study of Local Projections, VARs, and related estimators☆50Feb 15, 2025Updated 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.
- ☆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 9 years ago
- R package for Bayesian Vector Autoregression☆34Jul 2, 2020Updated 5 years ago
- A curated list of Vector Autoregression resources☆64Apr 19, 2026Updated 2 weeks 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☆28Jun 16, 2025Updated 10 months ago
- Code for the Goethe Heterogeneous-Agent Macro Workshop, June 2024☆35Jun 26, 2024Updated last year
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆131Mar 23, 2026Updated last month
- Code for "The Intertemporal Keynesian Cross" (Auclert, Rognlie, Straub JPE 2024)☆13Dec 11, 2024Updated last year
- Robust empirical Bayes confidence intervals☆12Aug 19, 2024Updated last year
- ☆111Nov 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☆29Apr 19, 2026Updated 2 weeks ago
- Empirical macro toolbox☆148Nov 26, 2025Updated 5 months ago
- This repository includes replication code and raw data used in the construction of the Global Macro Database.☆233Apr 3, 2026Updated last month
- Inference in SVMA models identified by external instruments/proxies☆19Dec 21, 2022Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- 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☆103Oct 4, 2022Updated 3 years ago
- Ambrogio Cesa-Bianchi's VAR Toolbox☆139Mar 23, 2026Updated last month
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆21Mar 11, 2026Updated last month
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆52Aug 19, 2024Updated last year
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆38Oct 30, 2025Updated 6 months ago
- A unified framework to solve and analyze heterogeneous-agent macro models.☆336Feb 24, 2025Updated last year