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☆13Updated 3 weeks ago
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆11Updated 3 years ago
- ☆23Updated 3 years ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆25Updated 6 months ago
- Codes for for Bayesian Local Projections & Bayesian Direct Forecasts☆14Updated 2 years ago
- Materials for the mini-course on deep learning and macro-finance.☆22Updated last year
- 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
- Big Data Applications in Finance module (MSc level)☆16Updated 4 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
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆34Updated 2 months ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆29Updated 2 years ago
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆26Updated 7 years ago
- R package for Bayesian Vector Autoregression☆31Updated 5 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆15Updated 7 years ago
- TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…☆11Updated 3 years ago
- Implementation of basic macro models in various programming languages☆14Updated 3 years ago
- Materials for Empirical Methods for Applied Microeconomics PhD course.☆29Updated 3 years ago
- ☆14Updated 9 years ago
- Estimating Dynamic Common Correlated Effects Models in Stata☆32Updated 4 months ago
- Course on Macroeconometrics (graduate level)☆59Updated 3 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
- ☆19Updated 6 years ago
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆52Updated 6 months ago
- Matteo Iacoviello's personal webpage☆12Updated this week
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆42Updated last year
- LP and VAR inference under potential misspecification☆15Updated last month
- Dynamic Programming and Computational Economics☆13Updated 2 years ago
- 2018-2019 Quantitative Macroeconomics, UAB☆77Updated 6 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆126Updated last year
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Updated 4 years ago