jm4474 / SVARIVLinks
This repository contains a Matlab suite to construct weak-instrument robust confidence intervals for impulse response coefficients in Structural Vector Autoregressions identified with an external instrument. See "Inference in Structural Vector Autoregressions identified by an external instrument" by J.L Montiel Olea, J. H. Stock, and M. W. Watso…
☆20Updated 5 years ago
Alternatives and similar repositories for SVARIV
Users that are interested in SVARIV are comparing it to the libraries listed below
Sorting:
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆37Updated 3 years ago
- This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…☆16Updated 7 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆21Updated 7 years ago
- This repository contains the material I use to teach the TA sections for the first-year PhD Macroeconomics course at Boston University (E…☆29Updated 5 years ago
- ☆12Updated 4 years ago
- Numerical analysis code and notes for EC 702☆30Updated 8 years ago
- Simple life cycle model following Costa Dias and O'Dea☆18Updated last year
- Some Examples using VFItoolkit-matlab☆33Updated this week
- Using policy shocks to construct systematic policy rule counterfactuals☆14Updated 2 years ago
- Repository for the Advanced Macroeconomics II course of Western University☆32Updated 2 years ago
- Course notes for the first half of ECON-GA 1025 – Macroeconomic Theory I, Fall Semester 2018☆59Updated 7 years ago
- ☆16Updated 4 years ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Updated 5 years ago
- Estimating VARs using sign restrictions in R☆22Updated 9 years ago
- Teaching materials from DSE2019 summer school at Chicago Booth☆38Updated 6 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆15Updated 8 years ago
- A toolkit for implementing occasionally binding constraints in Dynare.☆48Updated last year
- Julia code for solving Khan and Thomas (2008) in continuous time☆11Updated 8 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 8 years ago
- Building up from a simple OLG☆10Updated last week
- Reiter Julia code☆18Updated 8 years ago
- LaTeX Templates for theses and beamer presentations☆17Updated last year
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆27Updated 3 years ago
- Economic Policy Analysis with Overlapping Generations Models (Autumn 2017)☆30Updated 8 years ago
- LP and VAR inference under potential misspecification☆15Updated last month
- Jupyter Notebook examples of the ConSav package☆28Updated last year
- Codes that use the VFI Toolkit to replicate existing papers☆46Updated this week
- ☆18Updated 6 years ago
- This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their d…☆27Updated 4 years ago
- ☆34Updated 2 years ago