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.
☆126Updated last year
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)☆91Updated 3 years ago
- [IrisToolbox] for Macroeconomic Modeling☆96Updated last year
- ☆19Updated 6 years ago
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆15Updated 11 months ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆25Updated 6 months ago
- Collection of puzzles in macroeconomics☆120Updated 4 years ago
- Simulation study of Local Projections, VARs, and related estimators☆45Updated 10 months ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆63Updated 7 months ago
- Empirical macro toolbox☆143Updated last month
- Codes for for Bayesian Local Projections & Bayesian Direct Forecasts☆14Updated 2 years ago
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆52Updated 5 months ago
- Interactive guide to Fernández-Villaverde, Hurtado, and Nuño (2019): "Financial Frictions and the Wealth Distribution".☆96Updated 5 years ago
- Macroeconomic modelling database (MMB) replication files archive☆53Updated last year
- Vector Autoregression augmented with deep learning.☆17Updated last year
- Financial Econometrics module (MSc level)☆22Updated 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
- Ambrogio Cesa-Bianchi's VAR Toolbox☆139Updated 2 weeks ago
- A collection of macroeconomic models with heterogenous agents written in python and matlab by me.☆103Updated last year
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆35Updated last year
- LP and VAR inference under potential misspecification☆15Updated last month
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆37Updated 3 years ago
- Replication Files for "Evaluating Monetary Policy Counterfactuals: (When) Do We Need Structural Models?" by Caravello, McKay & Wolf☆18Updated 5 months ago
- Lectures and conference materials for the DSE2023 at the University of Lausanne, Switzerland☆157Updated 2 years ago
- Course on Quantitative Macroeconomics (Master/PhD level)☆71Updated 3 weeks ago
- Inference in SVMA models identified by external instruments/proxies☆14Updated 3 years ago
- Codes that use the VFI Toolkit to replicate existing papers☆46Updated 9 months ago
- Course notes for the first half of ECON-GA 1025 – Macroeconomic Theory I, Fall Semester 2018☆59Updated 7 years ago
- Repository containing vintages of oil supply news shock data☆13Updated 2 weeks ago
- Materials for the mini-course on deep learning and macro-finance.☆22Updated 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