Local Projections by Oscar Jorda and Alan Taylor. STATA code
☆52Aug 19, 2024Updated last year
Alternatives and similar repositories for JEL-Code
Users that are interested in JEL-Code are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Codes for for Bayesian Local Projections & Bayesian Direct Forecasts☆17Jun 19, 2023Updated 2 years ago
- Simulation study of Local Projections, VARs, and related estimators☆50Feb 15, 2025Updated last year
- Bayesian Estimation of Structural Vector Autoregressive Models☆62Apr 9, 2026Updated 3 weeks ago
- TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…☆11Jul 18, 2022Updated 3 years ago
- LP and VAR inference under potential misspecification☆22Jan 13, 2026Updated 3 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Replication Files for "Evaluating Monetary Policy Counterfactuals: (When) Do We Need Structural Models?" by Caravello, McKay & Wolf☆23Mar 2, 2026Updated last month
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Feb 19, 2020Updated 6 years ago
- Ambrogio Cesa-Bianchi's VAR Toolbox☆139Mar 23, 2026Updated last month
- Local projection methods for impulse response estimation☆29Apr 26, 2024Updated 2 years ago
- Vector autoregressive model in Julia☆38Jun 22, 2022Updated 3 years ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆29Apr 19, 2026Updated last week
- julia implementation of Smooth Local Projections (SLP)☆14Nov 24, 2025Updated 5 months ago
- ☆111Nov 8, 2017Updated 8 years ago
- Gradually build up a life-cycle model☆22Mar 9, 2026Updated last month
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Paper repository for "Double Robust Two-Way Fixed Effect Regression for Panel Data"☆10Mar 4, 2024Updated 2 years ago
- Pseudospectral Methods for Continuous-Time Heterogeneous-Agent Models☆13Aug 27, 2024Updated last year
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆130Mar 23, 2026Updated last month
- ☆53Dec 8, 2025Updated 4 months ago
- ☆20Jun 9, 2023Updated 2 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆44Dec 21, 2022Updated 3 years ago
- Estimating Dynamic Common Correlated Effects Models in Stata☆32Aug 15, 2025Updated 8 months ago
- Empirical macro toolbox☆148Nov 26, 2025Updated 5 months ago
- A machine learning library for economics and finance☆11Feb 28, 2024Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- R Package for data driven SVAR identification of impulse response functions☆55Oct 18, 2025Updated 6 months ago
- Applied Econometrics 2021☆32Jul 15, 2021Updated 4 years ago
- The code for network autoregression model (NAR)☆10May 12, 2016Updated 9 years ago
- This repository supports the World Bank's Reproducible Research Repository☆26Apr 24, 2026Updated last week
- Interactive guide to Fernández-Villaverde, Hurtado, and Nuño (2019): "Financial Frictions and the Wealth Distribution".☆99Mar 2, 2020Updated 6 years ago
- I analyze the interplay of three U.S. time series: unemployment, inflation and gross domestic product. The first cleans the data and inve…☆10Nov 1, 2019Updated 6 years ago
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆22Jun 4, 2025Updated 10 months ago
- ☆34May 1, 2020Updated 6 years ago
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆57Nov 12, 2024Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Some Examples using VFItoolkit-matlab☆34Mar 20, 2026Updated last month
- Tutorial on the implementation of difference-in-difference analyses for estimating the effect of a group-level treatment among the treate…☆15Sep 8, 2023Updated 2 years ago
- A Stata package that acts as a wrapper for Callaway and Sant'anna's R did package☆31Aug 19, 2021Updated 4 years ago
- Toolkit for quantitative spatial models à la Monte, Redding, Rossi-Hansberg (2018)☆28Mar 26, 2026Updated last month
- Estimating VARs using sign restrictions in R☆22Mar 29, 2016Updated 10 years ago
- Materials for the mini-course on deep learning and macro-finance.☆22Jul 1, 2024Updated last year
- Solve Aiyagari Model in Continuous Time☆29Oct 22, 2018Updated 7 years ago