jm4474 / Confidence_Bands
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.
☆13Updated 6 years ago
Alternatives and similar repositories for Confidence_Bands:
Users that are interested in Confidence_Bands are comparing it to the libraries listed below
- Solving models with numerical methods (economics)☆11Updated last year
- Stata function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)☆12Updated 5 years ago
- Solves and simulates the Hugget JECD (1993) Economy☆11Updated 3 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Updated 5 years ago
- ☆11Updated 3 years ago
- LP and VAR inference under potential misspecification☆11Updated 7 months ago
- Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …☆11Updated 4 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆30Updated 2 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 7 years ago
- Class Materials for Econ 281☆12Updated 10 months ago
- This repository contains the code for the paper Aggregating Heterogeneous-Agent Models with Permanent Income Shocks by Karl Harmenberg.☆17Updated 3 years ago
- Code to solve exercises from Adda and Cooper's "Dynamic Economics" book☆17Updated 4 years ago
- ☆12Updated 11 months ago
- ☆12Updated last year
- Some codes for Economics (mostly value function) written in Julia☆21Updated 3 years ago
- Simple life cycle model following Costa Dias and O'Dea☆15Updated last year
- Estimating VARs using sign restrictions in R☆20Updated 9 years ago
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Updated 7 years ago
- Economic Policy Analysis with Overlapping Generations Models (Autumn 2017)☆28Updated 7 years ago
- ☆16Updated 3 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Updated 5 years ago
- Local projection methods for impulse response estimation☆22Updated 11 months ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆12Updated 3 years ago
- ☆9Updated 7 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆18Updated 4 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Updated 3 years ago
- Vector autoregressive model in Julia☆35Updated 2 years ago
- HAT: Heterogeneous Agent Trade☆24Updated 5 months ago
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆19Updated 2 years ago
- Demonstration of the Reiter method for solving models with heterogeneous agents and aggregate shocks in general equilibrium. Solves a sim…☆11Updated 7 years ago