dkaenzig / replicationOilSupplyNewsLinks
Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021
☆15Updated last year
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☆11Updated last month
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆11Updated 2 years ago
- Materials for the mini-course on deep learning and macro-finance.☆21Updated last year
- TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…☆11Updated 2 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 …☆26Updated last year
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated last month
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆37Updated 4 years ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆35Updated 8 months ago
- ☆20Updated 3 years ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆37Updated 3 years ago
- Materials for Empirical Methods for Applied Microeconomics PhD course.☆28Updated 3 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆14Updated 7 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28Updated 2 years ago
- TVP VAR Workshop☆14Updated 5 years ago
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆20Updated last month
- Matteo Iacoviello's personal webpage☆11Updated last week
- We investigate the connectedness of GDP growth risk over 12 OECD member countries. Understanding the Growth-at-Risk of GDP has been a pop…☆8Updated 5 years ago
- R package for Bayesian Vector Autoregression☆32Updated 5 years ago
- LP and VAR inference under potential misspecification☆11Updated 11 months ago
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆24Updated 7 years ago
- Big Data Applications in Finance module (MSc level)☆15Updated 3 years ago
- A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…☆9Updated last year
- 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
- Dynamic Programming and Computational Economics☆12Updated last year
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆35Updated 10 months ago
- Resources for a PhD class module focused on anomalies.☆16Updated last year
- ☆12Updated 2 years ago
- Implementation of basic macro models in various programming languages☆13Updated 2 years ago
- Estimating Dynamic Common Correlated Effects Models in Stata☆30Updated 6 months ago
- Intro to DSGE models using Python and Dynare☆12Updated 4 years ago