suahjl / localprojectionsLinks
This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due to Jorda (2005), and based on codes available at https://sites.google.com/site/oscarjorda/home/local-projections.
☆36Updated 9 months ago
Alternatives and similar repositories for localprojections
Users that are interested in localprojections are comparing it to the libraries listed below
Sorting:
- Empirical macro toolbox☆141Updated last month
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆120Updated 8 months ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated 2 months ago
- Simulation study of Local Projections, VARs, and related estimators☆41Updated 7 months ago
- Ambrogio Cesa-Bianchi's VAR Toolbox☆129Updated 4 months ago
- Course notes for the first half of ECON-GA 1025 – Macroeconomic Theory I, Fall Semester 2018☆56Updated 6 years ago
- Macroeconomic modelling database (MMB) replication files archive☆51Updated last year
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆36Updated last year
- Collection of puzzles in macroeconomics☆112Updated 4 years ago
- Introduction to Bayesian Econometrics☆13Updated 4 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆33Updated 2 years ago
- Lectures and conference materials for the DSE2023 at the University of Lausanne, Switzerland☆157Updated last year
- LP and VAR inference under potential misspecification☆12Updated last year
- "Computational Methods for Economists using Python", by Richard W. Evans. Tutorials and executable code in Python for the most commonly u…☆104Updated last year
- Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)☆87Updated 3 years ago
- Graduate Econometrics course notes with code in Julia☆24Updated 3 years ago
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆46Updated 2 months ago
- Replication Files for "Evaluating Monetary Policy Counterfactuals: (When) Do We Need Structural Models?" by Caravello, McKay & Wolf☆15Updated 2 months ago
- ☆48Updated last month
- Class Materials for 47-809 Computational Methods for Economics at Carnegie Mellon☆80Updated 8 months ago
- MACS 40200 (Winter 2020): Structural Estimation☆77Updated 5 years ago
- Interactive guide to Fernández-Villaverde, Hurtado, and Nuño (2019): "Financial Frictions and the Wealth Distribution".☆92Updated 5 years ago
- ☆23Updated 3 years ago
- Codes that use the VFI Toolkit to replicate existing papers☆45Updated 5 months ago
- Inference in SVMA models identified by external instruments/proxies☆12Updated 2 years ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆59Updated 4 months ago
- Repository for the codes of EconMacro's blog posts☆16Updated last month
- Code and data behind the US-China Trade War Tracker www.tradewartracker.com☆31Updated 4 years ago
- Repository containing vintages of oil supply news shock data☆11Updated 3 months ago
- ☆19Updated 6 years ago