european-central-bank / BEAR-toolboxLinks
The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and policy analysis.
☆125Updated 11 months ago
Alternatives and similar repositories for BEAR-toolbox
Users that are interested in BEAR-toolbox are comparing it to the libraries listed below
Sorting:
- Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)☆92Updated 3 years ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆25Updated 5 months ago
- Macroeconomic modelling database (MMB) replication files archive☆53Updated last year
- ☆19Updated 6 years ago
- Replication Files for "Evaluating Monetary Policy Counterfactuals: (When) Do We Need Structural Models?" by Caravello, McKay & Wolf☆18Updated 4 months ago
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆48Updated 5 months ago
- Financial Econometrics module (MSc level)☆22Updated 4 years ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆61Updated 6 months ago
- Empirical macro toolbox☆142Updated 2 weeks ago
- Simulation study of Local Projections, VARs, and related estimators☆45Updated 9 months ago
- Collection of puzzles in macroeconomics☆118Updated 4 years ago
- Ambrogio Cesa-Bianchi's VAR Toolbox☆138Updated 7 months ago
- [IrisToolbox] for Macroeconomic Modeling☆95Updated last year
- LP and VAR inference under potential misspecification☆15Updated last month
- Vector Autoregression augmented with deep learning.☆17Updated last year
- Inference in SVMA models identified by external instruments/proxies☆14Updated 2 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
- Big Data Applications in Finance module (MSc level)☆16Updated 4 years ago
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆38Updated last year
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆34Updated last month
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆15Updated 10 months ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆37Updated 2 years ago
- Materials for the mini-course on deep learning and macro-finance.☆22Updated last year
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆20Updated 3 years ago
- Solution and estimation of Markov Switching Rational Expectations / DSGE Models☆119Updated 6 years ago
- Course on Macroeconometrics (graduate level)☆60Updated 3 years ago
- Codes that use the VFI Toolkit to replicate existing papers☆46Updated 8 months ago
- A collection of macroeconomic models with heterogenous agents written in python and matlab by me.☆102Updated last year
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆38Updated 4 years ago
- Repository containing vintages of oil supply news shock data☆12Updated 6 months ago