tcaravello / varplus
Replication Files for "Evaluating Policy Counterfactuals: A VAR-Plus Approach"
☆10Updated last month
Related projects ⓘ
Alternatives and complementary repositories for varplus
- ☆24Updated 2 months ago
- Materials for the mini-course on deep learning and macro-finance.☆19Updated 4 months ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆25Updated last year
- ☆15Updated 3 months ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated last year
- Inference in SVMA models identified by external instruments/proxies☆10Updated last year
- ☆26Updated 5 months ago
- Simulation study of Local Projections, VARs, and related estimators☆30Updated 3 months ago
- Code for "Fiscal and Monetary Policy with Heterogeneous Agents" (Auclert, Rognlie, Straub 2024)☆25Updated last month
- ☆41Updated 4 years ago
- Introduction to Bayesian Econometrics☆13Updated 4 years ago
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆21Updated 2 months ago
- Estimation of heterogeneous agent models using both macro and micro data☆35Updated last year
- Overlapping Generations Heterogeneous Agents (OLGHA) Model☆21Updated 2 years ago
- Pseudospectral Methods for Continuous-Time Heterogeneous-Agent Models☆11Updated 2 months ago
- ☆28Updated last year
- Macroeconomic modelling database (MMB) replication files archive☆47Updated 2 months ago
- A collection of Dynare models☆19Updated 4 years ago
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆26Updated 4 years ago
- PhD level course on advanved macro models dealing with agent heterogeneity.☆54Updated 3 years ago
- Code for the Goethe Heterogeneous-Agent Macro Workshop, June 2024☆23Updated 4 months ago
- Codes that use the VFI Toolkit to replicate existing papers☆42Updated 7 months ago
- Replication of Heterogeneous Agent New Keynesian (HANK) model in MATLAB☆36Updated 4 years ago
- This code solves the Krusell-Smith model in two ways: Perturbation and MIT shock. More details on the model and the solution approach can…☆41Updated 3 years ago
- ☆13Updated 7 months ago
- Jupyter Notebook examples of the ConSav package☆29Updated 9 months ago
- ☆42Updated 3 years ago
- A collection of macroeconomic models with heterogenous agents written in python and matlab by me.☆76Updated 5 months ago
- ECON 833: Computational Methods for Economists☆12Updated 2 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…☆27Updated 3 years ago