eloualiche / RiskPremiumLinks
Measuring the Market Risk Premium
☆18Updated 3 years ago
Alternatives and similar repositories for RiskPremium
Users that are interested in RiskPremium are comparing it to the libraries listed below
Sorting:
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated 2 years ago
- Python code for Robust Identification of Investor Beliefs☆14Updated 4 years ago
- Empirical Finance Course (PhD, Julia code)☆37Updated 11 months ago
- ☆19Updated 6 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆12Updated 3 years ago
- Introduction to Structural VAR models☆12Updated 5 years ago
- Solving models with numerical methods (economics)☆13Updated 2 years ago
- ☆15Updated 4 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 8 years ago
- This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…☆15Updated 7 years ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆38Updated 3 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆15Updated 7 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
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆35Updated last year
- Barcelona GSE Macroeconometrics Summer School 2018 course☆21Updated 7 years ago
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆10Updated 3 years ago
- Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"☆22Updated 8 years ago
- Macroeconomic Foundations for Asset Prices, an undergrad course at NYU☆15Updated 9 years ago
- Generalized empirical likelihood and generalized method of moments estimators for Python☆11Updated 7 years ago
- Financial Econometrics (MSc, Julia code)☆67Updated 3 months ago
- PhD 403: Empirical Asset Pricing☆28Updated 6 years ago
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆11Updated 2 years ago
- Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …☆10Updated 5 years ago
- Estimating VARs using sign restrictions in R☆21Updated 9 years ago
- Code to reproduce aspects of "The Consumption Response to Trade Shocks: Evidence from the US-China Trade War"☆28Updated 5 years ago
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆31Updated 5 years ago
- Python DSGE models, Euler Equation, Math review (matrix, calc), Cash advance model☆12Updated 4 years ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago
- R package for Bayesian Vector Autoregression☆31Updated 5 years ago
- Paul Söderlind's finance/econ codes☆18Updated last year