Quantile Local Projections
☆12Aug 8, 2022Updated 3 years ago
Alternatives and similar repositories for quantileproj
Users that are interested in quantileproj are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆44Dec 21, 2022Updated 3 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆17Aug 1, 2022Updated 3 years ago
- ☆13Jun 9, 2023Updated 2 years ago
- ☆13Apr 16, 2021Updated 5 years ago
- ☆11Apr 19, 2021Updated 5 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- LPs or VARs? A Primer for Macroeconomists☆25May 22, 2025Updated last year
- Computational macro exercises from 2nd year☆11Apr 6, 2019Updated 7 years ago
- ☆53Dec 8, 2025Updated 5 months ago
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆16Nov 7, 2022Updated 3 years ago
- Local projection methods for impulse response estimation☆29Apr 26, 2024Updated 2 years 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
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆42Nov 22, 2024Updated last year
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆12Oct 4, 2021Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆13Jan 21, 2022Updated 4 years ago
- ☆18Jun 27, 2024Updated last year
- My Quarto Slides Examples☆12Oct 6, 2024Updated last year
- SVAR toolbox for bayesian VAR estimation and a range of identification methods☆11Feb 16, 2025Updated last year
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆22Aug 8, 2022Updated 3 years ago
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13May 2, 2024Updated 2 years ago
- ☆25May 4, 2021Updated 5 years ago
- julia implementation of Smooth Local Projections (SLP)☆14Nov 24, 2025Updated 6 months ago
- Granger causality testing in High Dimensional Vector Autoregressive Models☆19May 20, 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.
- ☆22Jul 6, 2023Updated 2 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Sep 28, 2024Updated last year
- A toolkit for implementing occasionally binding constraints in Dynare.☆48May 27, 2024Updated 2 years ago
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆23Jun 4, 2025Updated 11 months ago
- ECON 815: Computational Methods for Economists☆23Dec 6, 2019Updated 6 years ago
- An implementation of the `gets` package for Panel Models to use indicator saturation☆15May 11, 2026Updated 2 weeks ago
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆28Aug 25, 2022Updated 3 years ago
- Modelling extreme values☆15May 7, 2026Updated 2 weeks ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Numerical analysis code and notes for EC 702☆30Apr 12, 2017Updated 9 years ago
- CRAN Task View: Survival Analysis☆17Apr 17, 2026Updated last month
- Real-Time US Treasury Yields and Prices; Bond analyses and options functions including all the 'Greeks' (R Package)☆12Feb 29, 2016Updated 10 years ago
- PhD level course on advanved macro models dealing with agent heterogeneity.☆67Nov 30, 2020Updated 5 years ago
- Hidden Markov models for finance☆20May 5, 2026Updated 3 weeks ago
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Feb 18, 2021Updated 5 years ago
- This repository contains the material I use to teach the TA sections for the first-year PhD Macroeconomics course at Boston University (E…☆30Dec 5, 2020Updated 5 years ago