Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.
☆45Dec 21, 2022Updated 3 years ago
Alternatives and similar repositories for Lag-augmented_LocalProjections
Users that are interested in Lag-augmented_LocalProjections are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…☆22Aug 13, 2018Updated 8 years ago
- LP and VAR inference under potential misspecification☆24Jan 13, 2026Updated 8 months ago
- Using policy shocks to construct systematic policy rule counterfactuals☆19Apr 24, 2023Updated 3 years ago
- Inference in SVMA models identified by external instruments/proxies☆20Dec 21, 2022Updated 3 years ago
- LPs or VARs? A Primer for Macroeconomists☆32May 22, 2025Updated last year
- 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.
- This repository contains a Matlab suite to construct weak-instrument robust confidence intervals for impulse response coefficients in Str…☆30Apr 20, 2020Updated 6 years ago
- ☆26May 4, 2021Updated 5 years ago
- Quantile Local Projections☆12Aug 8, 2022Updated 4 years ago
- Empirical macro toolbox☆158Updated this week
- Code for "Fiscal and Monetary Policy with Heterogeneous Agents" (Auclert, Rognlie, Straub 2025)☆56Apr 12, 2025Updated last year
- julia implementation of Smooth Local Projections (SLP)☆14Sep 12, 2026Updated 3 weeks ago
- Codes for for Bayesian Local Projections & Bayesian Direct Forecasts☆19Jun 19, 2023Updated 3 years ago
- ☆53Dec 8, 2025Updated 10 months ago
- This repository contains the files to implement panel local projections inference as proposed in “Micro Responses to Macro Shocks” (M. Al…☆21Aug 16, 2026Updated last month
- 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.
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆21Sep 20, 2023Updated 3 years ago
- Local projection methods for impulse response estimation☆30Apr 26, 2024Updated 2 years ago
- Course on local projections for applied macroeconomics☆29Jan 14, 2026Updated 8 months ago
- Vector autoregressive model in Julia☆37Jun 22, 2022Updated 4 years ago
- SVAR toolbox for bayesian VAR estimation and a range of identification methods☆11Feb 16, 2025Updated last year
- Implementing Local Projections Difference-in-Differences (LP-DiD) estimators☆85Sep 22, 2026Updated 2 weeks ago
- Replication code for "Monetary Policy, Credit Spreads, and Business Cycle Fluctuations"☆19Jun 14, 2018Updated 8 years ago
- Materials for empirical macro course☆32Feb 2, 2025Updated last year
- ☆13Jun 9, 2023Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Replication Files for "Evaluating Monetary Policy Counterfactuals: (When) Do We Need Structural Models?" by Caravello, McKay & Wolf☆24Mar 2, 2026Updated 7 months ago
- Macros and functions to work with DSGE models.☆150Updated this week
- Ambrogio Cesa-Bianchi's VAR Toolbox☆196Aug 18, 2026Updated last month
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆53Aug 19, 2024Updated 2 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆146Jul 1, 2026Updated 3 months ago
- Replication material for "Optimal Automatic Stabilizers"☆11Aug 9, 2021Updated 5 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 5 years ago
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆40Nov 22, 2024Updated last year
- Stata function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)☆12Jun 18, 2019Updated 7 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.
- Bayesian Estimation of Structural Vector Autoregressive Models☆63Sep 29, 2026Updated last week
- Simulation study of Local Projections, VARs, and related estimators☆53Feb 15, 2025Updated last year
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 9 years ago
- ☆71Oct 12, 2022Updated 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
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Apr 19, 2021Updated 5 years ago
- ☆11Apr 19, 2021Updated 5 years ago