romainlafarguette / quantileprojLinks
Quantile Local Projections
☆12Updated 3 years ago
Alternatives and similar repositories for quantileproj
Users that are interested in quantileproj are comparing it to the libraries listed below
Sorting:
- Estimating VARs using sign restrictions in R☆21Updated 9 years ago
- LP and VAR inference under potential misspecification☆14Updated this week
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆11Updated 2 years ago
- Analysis of the Primiceri (REStud, 2005) model☆32Updated last year
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆35Updated last year
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆34Updated 2 weeks ago
- ☆19Updated 6 years ago
- Solving models with numerical methods (economics)☆13Updated 2 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆36Updated 2 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆15Updated 7 years ago
- This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…☆15Updated 7 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆21Updated 7 years ago
- TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…☆11Updated 3 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 8 years ago
- Introduction to Structural VAR models☆12Updated 5 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆126Updated 10 months ago
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆14Updated 9 months ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆29Updated 2 years ago
- Advanced dynamic programming☆25Updated 2 years ago
- Simulation study of Local Projections, VARs, and related estimators☆43Updated 9 months ago
- Python DSGE models, Euler Equation, Math review (matrix, calc), Cash advance model☆12Updated 4 years ago
- Inference in SVMA models identified by external instruments/proxies☆14Updated 2 years ago
- Simple life cycle model following Costa Dias and O'Dea☆18Updated last year
- ☆15Updated 4 years ago
- R package for Bayesian Vector Autoregression☆31Updated 5 years ago
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆25Updated 3 years ago
- Vector autoregressive model in Julia☆36Updated 3 years ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆25Updated 5 months ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆17Updated 3 years ago
- Vector Autoregression augmented with deep learning.☆17Updated last year