ralphkoijen / demand_asset_pricingView external linksLinks
☆15Sep 5, 2020Updated 5 years ago
Alternatives and similar repositories for demand_asset_pricing
Users that are interested in demand_asset_pricing are comparing it to the libraries listed below
Sorting:
- Materials for the mini-course on deep learning and macro-finance.☆22Jul 1, 2024Updated last year
- ☆10Jul 29, 2020Updated 5 years ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆45Jan 26, 2023Updated 3 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18May 16, 2020Updated 5 years ago
- Resources for a PhD class module focused on anomalies.☆19Jun 7, 2024Updated last year
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆39Jul 1, 2022Updated 3 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 3 years ago
- ☆10Jul 30, 2025Updated 6 months ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- ☆22May 4, 2021Updated 4 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 years ago
- Empirical Finance Course (PhD, Julia code)☆38Nov 24, 2024Updated last year
- Teaching materials for the DSE 2022 summer school at MIT on Market Design☆30Aug 25, 2022Updated 3 years ago
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆40Dec 16, 2025Updated 2 months ago
- This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of eco…☆12Apr 11, 2023Updated 2 years ago
- ☆12May 20, 2023Updated 2 years ago
- Python Interface for querying WRDS datasets (CRSP, COMPUSTAT)☆11Mar 15, 2014Updated 11 years ago
- Codes to clean data and construct variables for empirical finance.☆12Sep 14, 2021Updated 4 years ago
- A database on VC-backed startups from Ewens and Malenko (2025)☆13Feb 15, 2025Updated last year
- A repository for portfolio allocation based on embedding data representation☆12Jan 27, 2025Updated last year
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 2 years ago
- DCC BEKK Factor Copula MSV☆14Mar 3, 2018Updated 7 years ago
- Solving models with numerical methods (economics)☆13Aug 1, 2023Updated 2 years ago
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated last year
- Generalized empirical likelihood and generalized method of moments estimators for Python☆11Feb 12, 2018Updated 8 years ago
- Code Repository for Time Varying Multivariate Autoregressive (TV-MVAR) modeling☆13Mar 31, 2025Updated 10 months ago
- ☆80Dec 22, 2022Updated 3 years ago
- Code to get data from WRDS to PostgreSQL☆51Updated this week
- ☆15Feb 16, 2023Updated 3 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Jun 22, 2022Updated 3 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆13Dec 21, 2021Updated 4 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆17Aug 1, 2022Updated 3 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- Matteo Iacoviello's personal webpage☆12Updated this week
- Slides for teaching numerical methods in quantitative macroeconomics☆12Mar 8, 2022Updated 3 years ago
- ☆14Dec 1, 2021Updated 4 years ago
- Python code for Robust Identification of Investor Beliefs☆14Jan 6, 2021Updated 5 years ago
- Bayesian methods for time series analysis with code in Julia☆16Aug 14, 2023Updated 2 years ago
- ☆16Jul 22, 2021Updated 4 years ago