romainlafarguette / granularivLinks
Granular instrumental variables, using Gabaix and Koijen paper (2020)
☆20Updated 3 years ago
Alternatives and similar repositories for granulariv
Users that are interested in granulariv are comparing it to the libraries listed below
Sorting:
- Materials for the mini-course on deep learning and macro-finance.☆22Updated last year
- Factor-Based Imputation for Missing Data☆59Updated 9 months ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆126Updated 11 months ago
- ☆19Updated 6 years ago
- ☆10Updated 5 years ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆38Updated 3 years ago
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆47Updated 4 months ago
- R package for Bayesian Vector Autoregression☆31Updated 5 years ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆52Updated last year
- Inference in SVMA models identified by external instruments/proxies☆14Updated 2 years ago
- ☆22Updated 3 years ago
- Financial Econometrics module (MSc level)☆22Updated 4 years ago
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆37Updated last year
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆25Updated 5 months ago
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆16Updated 2 years ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆34Updated 3 weeks ago
- Resources for a PhD class module focused on anomalies.☆17Updated last year
- Dynamic Programming and Computational Economics☆13Updated 2 years ago
- Vector Autoregression augmented with deep learning.☆17Updated last year
- Code for "Methodological Uncertainty in Portfolio Sorts".☆20Updated last year
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated 2 years ago
- Big Data Applications in Finance module (MSc level)☆16Updated 4 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆35Updated last year
- Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"☆28Updated 9 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆29Updated 2 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
- Repository containing vintages of oil supply news shock data☆12Updated 6 months ago
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆38Updated 4 years ago
- A database on VC-backed startups from Ewens and Malenko (2025)☆12Updated 9 months ago
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆11Updated 2 years ago