dkaenzig / replicationOilSupplyNewsLinks
Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021
☆16Updated 2 years ago
Alternatives and similar repositories for replicationOilSupplyNews
Users that are interested in replicationOilSupplyNews are comparing it to the libraries listed below
Sorting:
- Repository containing vintages of oil supply news shock data☆12Updated 4 months ago
- ☆23Updated 3 years ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated 3 months ago
- Materials for the mini-course on deep learning and macro-finance.☆22Updated last year
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆11Updated 2 years ago
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆38Updated 4 years ago
- Resources for a PhD class module focused on anomalies.☆16Updated last year
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆13Updated 8 months ago
- LP and VAR inference under potential misspecification☆13Updated last year
- TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…☆11Updated 3 years ago
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆27Updated 2 years ago
- Implementation of basic macro models in various programming languages☆14Updated 3 years ago
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆20Updated 3 years ago
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆47Updated 3 months 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 4 years ago
- Inference in SVMA models identified by external instruments/proxies☆14Updated 2 years ago
- Big Data Applications in Finance module (MSc level)☆16Updated 4 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆15Updated 7 years ago
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆39Updated last year
- ☆12Updated 2 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆29Updated 2 years ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆38Updated 3 years ago
- ☆19Updated 6 years ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆35Updated 11 months ago
- ☆14Updated 9 years ago
- Code and data behind the US-China Trade War Tracker www.tradewartracker.com☆31Updated 4 years ago
- Estimating Dynamic Common Correlated Effects Models in Stata☆32Updated last month
- ECON 833: Computational Methods for Economists☆19Updated 3 years ago
- Matteo Iacoviello's personal webpage☆11Updated last week
- 2018-2019 Quantitative Macroeconomics, UAB☆76Updated 6 years ago