romainlafarguette / granulariv
Granular instrumental variables, using Gabaix and Koijen paper (2020)
☆19Updated 2 years ago
Alternatives and similar repositories for granulariv:
Users that are interested in granulariv are comparing it to the libraries listed below
- ☆18Updated 6 years ago
- Vector Autoregression augmented with deep learning.☆16Updated last year
- R package for Bayesian Vector Autoregression☆30Updated 4 years ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆32Updated 5 months ago
- A curated list of Vector Autoregression resources☆55Updated last year
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆36Updated 2 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Updated 5 years ago
- Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"☆22Updated 7 years ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆15Updated last year
- An Implementation of Parametric and Nonparametric Event Study☆14Updated 4 months ago
- This repo has code to do primary data cleaning for Compustat / Crsp from WRDS☆19Updated 4 years ago
- ☆15Updated 4 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28Updated last year
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆14Updated last year
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆23Updated this week
- ☆12Updated last year
- Code for "Methodological Uncertainty in Portfolio Sorts".☆17Updated 9 months ago
- Materials for the mini-course on deep learning and macro-finance.☆20Updated 9 months ago
- Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"☆22Updated 8 years ago
- Dynamic Factor Models for R☆33Updated last week
- Barcelona GSE Macroeconometrics Summer School 2018 course☆14Updated 6 years ago
- Resources for a PhD class module focused on anomalies.☆14Updated 9 months ago
- This is a Repo for the econ working paper template.☆11Updated 2 weeks ago
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆39Updated 3 weeks ago
- ☆19Updated 2 years ago
- Graduate Econometrics course notes with code in Julia☆23Updated 3 years ago
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆35Updated 4 years ago
- ☆10Updated 4 years ago
- Inference in SVMA models identified by external instruments/proxies☆11Updated 2 years ago
- Bayesian Estimation of Structural Vector Autoregressive Models☆47Updated this week