lphansen / Beliefs
Python code for Robust Identification of Investor Beliefs
☆13Updated 3 years ago
Related projects ⓘ
Alternatives and complementary repositories for Beliefs
- Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"☆22Updated 7 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 7 years ago
- Generalized empirical likelihood and generalized method of moments estimators for Python☆11Updated 6 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated last year
- ☆13Updated 3 years ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆36Updated 2 years ago
- ☆14Updated 5 years ago
- Code for Economic Dynamics, Theory and Computation☆52Updated 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…☆13Updated 6 years ago
- Paul Söderlind's finance/econ codes☆17Updated 3 weeks ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆21Updated 5 years ago
- ☆12Updated last year
- Solving models with numerical methods (economics)☆11Updated last year
- Measuring the Market Risk Premium☆18Updated 2 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆32Updated 4 months ago
- Empirical Finance Course (PhD, Julia code)☆32Updated 9 months ago
- Big Data Applications in Finance module (MSc level)☆15Updated 3 years ago
- Advanced dynamic programming☆24Updated last year
- This repository contains the code for the paper Aggregating Heterogeneous-Agent Models with Permanent Income Shocks by Karl Harmenberg.☆17Updated 3 years ago
- Materials for the mini-course on deep learning and macro-finance.☆19Updated 4 months ago
- Analysis of the household consumption response to the Covid-19 crisis and the CAREs Act response☆20Updated 10 months ago
- ☆8Updated 6 years ago
- Introduction to Structural VAR models☆10Updated 4 years ago
- This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their d…☆23Updated 3 years ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆16Updated 4 years ago
- MACS 40200 (Winter 2019): Structural Estimation☆25Updated 5 years ago
- Financial Econometrics module (MSc level)☆20Updated 3 years ago
- ☆18Updated 5 years ago
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆26Updated 4 years ago