marcinbielecki / Applied_MacroeconomicsLinks
Applied Macroeconomics, a course taught at the University of Warsaw
☆20Updated 4 years ago
Alternatives and similar repositories for Applied_Macroeconomics
Users that are interested in Applied_Macroeconomics are comparing it to the libraries listed below
Sorting:
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 7 years ago
- ☆40Updated 6 years ago
- R package for Bayesian Vector Autoregression☆32Updated 5 years ago
- ☆21Updated 4 years ago
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆37Updated 4 years ago
- Macro with Python☆54Updated 4 years ago
- We investigate the connectedness of GDP growth risk over 12 OECD member countries. Understanding the Growth-at-Risk of GDP has been a pop…☆8Updated 5 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated 2 years ago
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆11Updated 2 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆31Updated 4 years ago
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Updated 4 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆14Updated 7 years ago
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆31Updated 4 years ago
- Measuring the Market Risk Premium☆18Updated 3 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆18Updated last year
- Vector Autoregression augmented with deep learning.☆16Updated last year
- A curated list of Vector Autoregression resources☆57Updated 2 years ago
- ☆23Updated 7 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆34Updated 11 months ago
- ☆37Updated last year
- ☆18Updated 6 years ago
- Code to compute Spillover Asymmetry Measure (SAM) introduced in Baruník, J., Kočenda, E. and Vácha, L., 2016. Asymmetric connectedness on…☆13Updated 6 years ago
- Macroeconomic Foundations for Asset Prices, an undergrad course at NYU☆15Updated 9 years ago
- Big Data Applications in Finance module (MSc level)☆15Updated 3 years ago
- PhD 403: Empirical Asset Pricing☆27Updated 6 years ago
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆15Updated last year
- Lectures and tutorials for number of courses in economics and statistics.☆19Updated 4 years ago
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆15Updated 4 years ago
- Python code for Robust Identification of Investor Beliefs☆13Updated 4 years ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆37Updated 3 years ago