Measuring the Market Risk Premium
☆19Mar 30, 2026Updated 7 months ago
Alternatives and similar repositories for RiskPremium
Users that are interested in RiskPremium are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆15Dec 21, 2021Updated 4 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- Generalized empirical likelihood and generalized method of moments estimators for Python☆11Feb 12, 2018Updated 8 years ago
- Matlab implementation of "Iterated Cumulative Sum of Squares for retrospective detection of changes of variance"☆11Aug 20, 2013Updated 13 years ago
- Introduction to Structural VAR models☆13Feb 21, 2020Updated 6 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.
- ☆25Apr 1, 2022Updated 4 years ago
- This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their d…☆28Oct 12, 2021Updated 5 years ago
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"☆18Aug 14, 2019Updated 7 years ago
- I take Matlab code from well known economists and rewrite it in Julia.☆10Apr 28, 2020Updated 6 years ago
- ☆11Mar 31, 2015Updated 11 years ago
- A database on VC-backed startups from Ewens and Malenko (2025)☆14Feb 15, 2025Updated last year
- Code and teaching material for "Modeling with Julia -- with an Application to the New York Fed DSGE", a workshop at CEF 2017☆24Sep 12, 2022Updated 4 years ago
- Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python☆13Apr 12, 2023Updated 3 years ago
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆11Jun 11, 2019Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆11Nov 17, 2019Updated 6 years ago
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Aug 9, 2017Updated 9 years ago
- Collection of linear & nonlinear (Kalman) Filters for economic models☆11Jul 11, 2024Updated 2 years ago
- FDPE Field course in fall 2018☆10Sep 11, 2018Updated 8 years ago
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆21Aug 31, 2022Updated 4 years ago
- Elements of Financial Risk Management in Python☆12Jan 10, 2021Updated 5 years ago
- Materials for PhD class on identification in macroeconomics☆50Oct 25, 2026Updated last week
- Solution to model of Gertler and Kiyotaki (AER, 2015)☆11Aug 2, 2017Updated 9 years ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆21Jan 28, 2021Updated 5 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆11Apr 8, 2022Updated 4 years ago
- Fast estimation of generalized linear models with high dimensional categorical variables in Julia☆40Mar 18, 2026Updated 7 months ago
- Empirical Finance Course (PhD, Julia code)☆40Nov 24, 2024Updated last year
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆14Jan 11, 2018Updated 8 years ago
- This repository replicates the figures from the 3rd edition of the book "Recursive Macroeconomic Theory" by Lars Ljungqvist and Thomas J.…☆12Feb 9, 2016Updated 10 years ago
- Notes on solving and estimating economic model with heterogeneous agents using R and C++☆16Jul 7, 2014Updated 12 years ago
- Demonstration of the Reiter method for solving models with heterogeneous agents and aggregate shocks in general equilibrium. Solves a sim…☆10Oct 19, 2017Updated 9 years ago
- A MATLAB toolbox for exporting publication quality figures☆13Nov 10, 2016Updated 9 years ago
- Course on Macroeconometrics (graduate level)☆67Apr 8, 2022Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Replicates the script for generating the Wu Xia shadow rate term structure model in python☆10Jan 12, 2016Updated 10 years ago
- Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.☆12Jun 24, 2020Updated 6 years ago
- summarize by groups in Stata☆27Mar 30, 2026Updated 7 months ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 9 years ago
- Matlab Particle Filtering and Smoothing Example Code☆45Dec 31, 2023Updated 2 years ago
- Code to compute Spillover Asymmetry Measure (SAM) introduced in Baruník, J., Kočenda, E. and Vácha, L., 2016. Asymmetric connectedness on…☆14Apr 6, 2019Updated 7 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 courses☆14Jul 3, 2018Updated 8 years ago