jm4474 / FOMCTextAnalysis

Related projects: ⓘ

• MagnusDahlquist / PhD403
  PhD 403: Empirical Asset Pricing
  ☆23Updated 5 years ago
• marcinbielecki / Applied_Macroeconomics
  Applied Macroeconomics, a course taught at the University of Warsaw
  ☆20Updated 3 years ago
• eloualiche / RiskPremium
  Measuring the Market Risk Premium
  ☆18Updated 2 years ago
• ali-aka-ahmed / FOMCTranscriptAnalysis
  Textual analysis of FOMC Transcripts. My research examines the relationship between words said during FOMC meetings, and changes in Feder…
  ☆26Updated 6 years ago
• forket86 / ANNEA
  ANN-based Expectations Algorithm applied to the Neoclassical Investment Model
  ☆9Updated last year
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆12Updated 4 years ago
• QuantEcon / dynamic_factor_models
  ☆37Updated 5 years ago
• ralphkoijen / demand_asset_pricing
  ☆12Updated 4 years ago
• lnsongxf / Applied_Computational_Economics_and_Finance
  ECON457 2018 Applied Computational Economics and Finance
  ☆25Updated 7 years ago
• DaveBackus / MFAP
  Macroeconomic Foundations for Asset Prices, an undergrad course at NYU
  ☆15Updated 8 years ago
• J-Kahn / PyELike
  Generalized empirical likelihood and generalized method of moments estimators for Python
  ☆11Updated 6 years ago
• as4456 / Leo_Krippner_SSR
  Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model
  ☆14Updated 3 years ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 3 years ago
• AndreaPasqualini / numerical_methods_macroeconomics
  A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…
  ☆30Updated 3 years ago
• andrewchbaker / BaGel
  Codes to replicate analysis in Baker & Gelbach (2020)
  ☆11Updated 4 years ago
• CommonEconomist / teaching
  Lectures and tutorials for number of courses in economics and statistics.
  ☆17Updated 3 years ago
• andrewchbaker / Data-Cleans
  This repo has code to do primary data cleaning for Compustat / Crsp from WRDS
  ☆19Updated 4 years ago
• iangow / wrds2pg
  Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV
  ☆16Updated 2 months ago
• anorring / Empirical-time-series-methods-for-macroeconomic-analysis
  Barcelona GSE Macroeconometrics Summer School 2018 course
  ☆14Updated 6 years ago
• dkaenzig / replicationOilSupplyNews
  Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021
  ☆10Updated 11 months ago
• lucabarbaglia / t-VAR
  Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…
  ☆18Updated 3 years ago
• lucabarbaglia / FiGASR
  Lexicon-based Sentiment Analysis for Economic and Financial Applications in R
  ☆21Updated 6 months ago
• lphansen / Beliefs
  Python code for Robust Identification of Investor Beliefs
  ☆13Updated 3 years ago
• MartinSpindler / Machine-Learning-in-Econometrics
  Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"
  ☆18Updated 8 years ago
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆18Updated 5 years ago
• StijnDreesen / MMintro
  User-written MATLAB code/solutions for the chapter exercises in Microeconometrics and MATLAB: An Introduction by Adams, Clarke and Quinn …
  ☆14Updated 6 years ago
• WhitesPhD / ECOM151_2020
  Big Data Applications in Finance module (MSc level)
  ☆15Updated 2 years ago
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆11Updated 3 months ago
• jhlinplus / high_dim_favar_estimation
  Regularized estimation of high-dimensional FAVAR models
  ☆8Updated 7 months ago
• Feng-CityUHK / EquityCharacteristicsSAS
  US equity (portfolio) characteristics, the main file is in SAS.
  ☆16Updated 8 months ago