zhentaoshi / Econ5821Links
Econ5821 2024
☆12Updated last month
Alternatives and similar repositories for Econ5821
Users that are interested in Econ5821 are comparing it to the libraries listed below
Sorting:
- GIRFs for threshold VARs from the R tsDyn package☆7Updated 2 years ago
- Materials for empirical macro course☆9Updated 4 months ago
- Econ5150@CUHK☆13Updated last month
- ☆12Updated last year
- A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…☆9Updated last year
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆32Updated 9 months ago
- DSGE/CGE/VAR/DID/RD/IV/Panel Data☆18Updated 5 years ago
- Econ5821@CUHK☆9Updated 2 years ago
- Implementation of basic macro models in various programming languages☆13Updated 2 years ago
- Materials for Econ 5253 Data Science for Economists course at U of Oklahoma☆36Updated last year
- Replication code for "Log with zeros? Some problems and solutions"☆13Updated 11 months ago
- ☆28Updated last year
- Barcelona GSE Macroeconometrics Summer School 2018 course☆21Updated 6 years ago
- Baylor Causal Inference Class☆12Updated 3 years ago
- This repo contains the code to replicate the analyses in Baker, Larcker, Wang.☆50Updated 3 years ago
- Dynare Summer School 2018 material☆15Updated 6 years ago
- Treatment Effects in Interactive Fixed Effects Model☆17Updated 3 months ago
- Dynare .mod files for macroeconomic DSGE models☆12Updated 5 months ago
- Repository hosing the carbon policy shocks identified in Känzig (2023)☆12Updated this week
- || Stata | R || Estimation of event-study Difference-in-Difference (DID) estimators in designs with multiple groups and periods, and with…☆46Updated last week
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆27Updated 2 years ago
- Estimating Dynamic Common Correlated Effects Models in Stata☆30Updated 4 months ago
- TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…☆10Updated 2 years ago
- Matteo Iacoviello's personal webpage☆10Updated last week
- || Stata | R || Estimates the weights attached to the two-way fixed effects regressions studied in de Chaisemartin & D'Haultfoeuille (202…☆21Updated 10 months ago
- Create industry-level aggregates for shift-share IV following Borusyak, Hull, and Jaravel (2022)☆23Updated 2 years ago
- Masters-level applied econometrics course—focusing on prediction—at the University of Oregon (EC424/524 during Winter quarter, 2021 Taugh…☆18Updated 4 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…☆29Updated 4 years ago
- ☆19Updated 3 years ago
- A 12 classes introductiry course in MAcroeconomics☆13Updated last year