dake-li / lp_var_simul
Simulation study of Local Projections, VARs, and related estimators
☆33Updated 5 months ago
Alternatives and similar repositories for lp_var_simul:
Users that are interested in lp_var_simul are comparing it to the libraries listed below
- LP and VAR inference under potential misspecification☆9Updated 5 months ago
- Inference in SVMA models identified by external instruments/proxies☆11Updated 2 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆28Updated 2 years ago
- Estimation of heterogeneous agent models using both macro and micro data☆35Updated 2 years ago
- Codes that use the VFI Toolkit to replicate existing papers☆43Updated 9 months ago
- ☆25Updated 5 months ago
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆25Updated 5 months ago
- Code for "Fiscal and Monetary Policy with Heterogeneous Agents" (Auclert, Rognlie, Straub 2024)☆29Updated last week
- ☆26Updated 8 months ago
- Replication Files for "Evaluating Policy Counterfactuals: A VAR-Plus Approach"☆12Updated 4 months ago
- Some Examples using VFItoolkit-matlab☆30Updated 3 months ago
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆26Updated 4 years 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…☆42Updated 4 years ago
- Code to Implement the Algorithm in "Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivativ…☆35Updated 6 years ago
- Northwestern PhD class on macroeconomics with heterogeneity, particularly household heterogeneity and HANK models☆25Updated last month
- Julia code for Greg Kaplan's course: Introduction to Heterogeneous Agent Macroeconomics.☆19Updated 2 years ago
- ☆28Updated last year
- This repository solves the Aiyagari model with aggregate uncertainty☆30Updated 11 months ago
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆21Updated 2 years ago
- ☆36Updated 4 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆17Updated 7 years ago
- Solves and simulates the Hugget JECD (1993) Economy☆11Updated 3 years ago
- Jupyter Notebook examples of the ConSav package☆29Updated 11 months ago
- ☆45Updated 3 years ago
- Code for the Goethe Heterogeneous-Agent Macro Workshop, June 2024☆30Updated 7 months ago
- ☆66Updated 2 years ago
- ☆12Updated 9 months ago
- Computation lab☆10Updated this week
- Replication of Heterogeneous Agent New Keynesian (HANK) model in MATLAB☆37Updated 4 years ago
- Repository containing vintages of oil supply news shock data☆11Updated last month