This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment described in the paper "Simultaneous Confidence Bands: Theory, Implementation, and an Application to SVARs", by Jose Luis Montiel Olea and Mikkel Plagborg-Møller; Journal of Applied Econometrics, 2018.
☆22Aug 13, 2018Updated 8 years ago
Alternatives and similar repositories for Confidence_Bands
Users that are interested in Confidence_Bands are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆44Dec 21, 2022Updated 3 years ago
- Inference in SVMA models identified by external instruments/proxies☆19Dec 21, 2022Updated 3 years ago
- This course will provide a basic, yet rigorous, introduction to Time Series Econometrics. This course is intended for upper-level undergr…☆19May 9, 2019Updated 7 years ago
- ☆26May 4, 2021Updated 5 years ago
- LP and VAR inference under potential misspecification☆24Jan 13, 2026Updated 7 months 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.
- Using policy shocks to construct systematic policy rule counterfactuals☆19Apr 24, 2023Updated 3 years ago
- LPs or VARs? A Primer for Macroeconomists☆31May 22, 2025Updated last year
- Stata function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)☆12Jun 18, 2019Updated 7 years ago
- This repository contains a Matlab suite to construct weak-instrument robust confidence intervals for impulse response coefficients in Str…☆28Apr 20, 2020Updated 6 years ago
- ☆13Apr 16, 2021Updated 5 years ago
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆28Aug 13, 2023Updated 3 years ago
- R function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)☆11Nov 26, 2023Updated 2 years ago
- SVAR toolbox for bayesian VAR estimation and a range of identification methods☆11Feb 16, 2025Updated last year
- Codes for for Bayesian Local Projections & Bayesian Direct Forecasts☆19Jun 19, 2023Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Comprehensive MATLAB toolkit for Vector Autoregression (VAR) analysis with extensive identification schemes☆25Jul 21, 2026Updated 3 weeks ago
- Materials for empirical macro course☆28Feb 2, 2025Updated last year
- Replication Files for "Evaluating Monetary Policy Counterfactuals: (When) Do We Need Structural Models?" by Caravello, McKay & Wolf☆23Mar 2, 2026Updated 5 months ago
- Empirical macro toolbox☆153Aug 6, 2026Updated last week
- LaTeX Templates for theses and beamer presentations☆19Oct 15, 2024Updated last year
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆12Jan 2, 2023Updated 3 years ago
- ☆11Mar 31, 2015Updated 11 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 years ago
- Robust empirical Bayes confidence intervals☆12Aug 19, 2024Updated last year
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- This repository contains the files to implement panel local projections inference as proposed in “Micro Responses to Macro Shocks” (M. Al…☆21Updated this week
- 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
- Simulation study of Local Projections, VARs, and related estimators☆52Feb 15, 2025Updated last year
- bvar with om☆14Aug 9, 2021Updated 5 years ago
- Contains data and documentation for paper: "Valuing Private Equity Investments Strip by Strip" with Arpit Gupta and Stijn Van Nieuwerburg…☆23Jul 19, 2021Updated 5 years ago
- ☆15Jul 2, 2026Updated last month
- A curated list of Vector Autoregression resources☆68Aug 6, 2026Updated last week
- We investigate the connectedness of GDP growth risk over 12 OECD member countries. Understanding the Growth-at-Risk of GDP has been a pop…☆10Jun 8, 2020Updated 6 years ago
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"☆18Aug 14, 2019Updated 7 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Numerical analysis code and notes for EC 702☆30Apr 12, 2017Updated 9 years ago
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆55Aug 19, 2024Updated last year
- ☆14Jun 4, 2016Updated 10 years ago
- Vector autoregressive model in Julia☆38Jun 22, 2022Updated 4 years ago
- Code for "Fiscal and Monetary Policy with Heterogeneous Agents" (Auclert, Rognlie, Straub 2025)☆54Apr 12, 2025Updated last year
- Ambrogio Cesa-Bianchi's VAR Toolbox☆193Jun 29, 2026Updated last month
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Sep 28, 2024Updated last year