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.
☆20Aug 13, 2018Updated 7 years ago
Alternatives and similar repositories for Confidence_Bands
Users that are interested in Confidence_Bands are comparing it to the libraries listed below
Sorting:
- This course will provide a basic, yet rigorous, introduction to Time Series Econometrics. This course is intended for upper-level undergr…☆18May 9, 2019Updated 6 years ago
- Stata function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)☆12Jun 18, 2019Updated 6 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆42Dec 21, 2022Updated 3 years ago
- This repository contains a Matlab suite to construct weak-instrument robust confidence intervals for impulse response coefficients in Str…☆22Apr 20, 2020Updated 5 years ago
- LP and VAR inference under potential misspecification☆19Jan 13, 2026Updated last month
- ☆22May 4, 2021Updated 4 years ago
- Using policy shocks to construct systematic policy rule counterfactuals☆16Apr 24, 2023Updated 2 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 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 4 years ago
- Simulation study of Local Projections, VARs, and related estimators☆50Feb 15, 2025Updated last year
- R function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)☆11Nov 26, 2023Updated 2 years ago
- LPs or VARs? A Primer for Macroeconomists☆22May 22, 2025Updated 9 months ago
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Aug 9, 2017Updated 8 years ago
- ☆12Apr 19, 2021Updated 4 years ago
- ☆11Mar 31, 2015Updated 10 years ago
- ☆12Apr 16, 2021Updated 4 years ago
- Numerical analysis code and notes for EC 702☆30Apr 12, 2017Updated 8 years ago
- Inference in SVMA models identified by external instruments/proxies☆18Dec 21, 2022Updated 3 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆17Aug 1, 2022Updated 3 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆15Dec 21, 2021Updated 4 years ago
- Computational macro exercises from 2nd year☆11Apr 6, 2019Updated 6 years ago
- User-written MATLAB code/solutions for the chapter exercises in Microeconometrics and MATLAB: An Introduction by Adams, Clarke and Quinn …☆15Mar 19, 2018Updated 7 years ago
- Robust empirical Bayes confidence intervals☆12Aug 19, 2024Updated last year
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆13Jan 23, 2024Updated 2 years ago
- ☆42Oct 24, 2020Updated 5 years ago
- ☆15Jul 18, 2023Updated 2 years ago
- Feng Li's Python Course for Statisticians and Economists☆14Jun 16, 2024Updated last year
- Describes and solves some simple HACT models in Julia. The notes and code is modified and translated from Benjamin Moll's notes and code…☆11Jun 2, 2016Updated 9 years ago
- Class Materials for Econ 281☆14May 30, 2024Updated last year
- Vector autoregressive model in Julia☆36Jun 22, 2022Updated 3 years ago
- ☆34Feb 3, 2023Updated 3 years ago
- Quickly assemble data from the Panel Study of Income Dynamics (PSID)☆31Dec 21, 2025Updated 2 months ago
- Estimation for sharp regression discontinuity designs.☆20May 22, 2024Updated last year
- Workshop on scientific computing for economists with Python and Julia☆18Aug 9, 2016Updated 9 years ago
- bvar with om☆14Aug 9, 2021Updated 4 years ago
- ☆70Oct 12, 2022Updated 3 years ago
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"☆18Aug 14, 2019Updated 6 years ago
- Replication Files for "Evaluating Monetary Policy Counterfactuals: (When) Do We Need Structural Models?" by Caravello, McKay & Wolf☆20Jul 14, 2025Updated 7 months ago
- ☆14Jun 4, 2016Updated 9 years ago