Measuring the Market Risk Premium
☆18Jun 6, 2022Updated 3 years 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
- Introduction to Structural VAR models☆12Feb 21, 2020Updated 6 years ago
- Generalized empirical likelihood and generalized method of moments estimators for Python☆11Feb 12, 2018Updated 8 years ago
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"☆18Aug 14, 2019Updated 6 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆22Aug 31, 2022Updated 3 years ago
- ☆11Mar 31, 2015Updated 10 years ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Jan 28, 2021Updated 5 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Sep 4, 2019Updated 6 years ago
- 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 3 years ago
- A database on VC-backed startups from Ewens and Malenko (2025)☆13Feb 15, 2025Updated last year
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆11Apr 8, 2022Updated 3 years ago
- Fast estimation of generalized linear models with high dimensional categorical variables in Julia☆36Mar 18, 2026Updated last week
- 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
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Aug 9, 2017Updated 8 years ago
- Elements of Financial Risk Management in Python☆12Jan 10, 2021Updated 5 years ago
- A MATLAB toolbox for exporting publication quality figures☆13Nov 10, 2016Updated 9 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 4 years ago
- Course on Macroeconometrics (graduate level)☆59Apr 8, 2022Updated 3 years ago
- Empirical Finance Course (PhD, Julia code)☆38Nov 24, 2024Updated last year
- Notes on solving and estimating economic model with heterogeneous agents using R and C++☆16Jul 7, 2014Updated 11 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆10Jun 11, 2019Updated 6 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- 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
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Jan 11, 2018Updated 8 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 courses☆14Jul 3, 2018Updated 7 years ago
- Matlab Particle Filtering and Smoothing Example Code☆46Dec 31, 2023Updated 2 years ago
- Course materials for Zurich Initiative for Computational Economics (ZICE) 2014☆32Feb 5, 2014Updated 12 years ago
- summarize by groups in Stata☆27Apr 7, 2022Updated 3 years ago
- ☆16Jul 22, 2021Updated 4 years ago
- Workshop on scientific computing for economists with Python and Julia☆18Aug 9, 2016Updated 9 years ago
- A MATLAB library for extended ("double double") precision, giving close to quad precision.☆13Mar 6, 2025Updated last year
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Macroeconomic Foundations for Asset Prices, an undergrad course at NYU☆15Dec 16, 2015Updated 10 years ago
- Functions and scripts associated with the book Microdata and MATLAB (Adams, Clarke, Quinn)☆17Apr 6, 2018Updated 7 years ago
- Code for Vector Quantile Regression (Carlier, Chernozhukov, Galichon, Annals of Statistics, 2016)☆17Sep 2, 2021Updated 4 years ago
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Apr 19, 2021Updated 4 years ago
- Solve Aiyagari Model in Continuous Time☆29Oct 22, 2018Updated 7 years ago
- Empirical Data and Some Simulation Codes☆112Jun 24, 2019Updated 6 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…☆29Dec 5, 2020Updated 5 years ago