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Vasco Cúrdia's Projects

acr-lq icon acr-lq

LQ is a package of codes to generate a quadratic approximation to the welfare function and solve for the correct first order approximation solution to the optimal policy problem. It also checks the second order conditions.

ccf2012-replicationcodes icon ccf2012-replicationcodes

Replication codes for Chen, H., Cúrdia, V., and Ferrero, A. (2012) ``The Macroeconomic Effects of Large-Scale Asset Purchase Programs.'' The Economic Journal, 122, pp. 289-315.

cfnt2015-replicationcodes icon cfnt2015-replicationcodes

Replication codes for Cúrdia, V., Ferrero, A., Ng, G. C., and Tambalotti, A. (2015). "Has U.S. monetary policy tracked the efficient interest rate?" Journal of Monetary Economics, 70, pp. 72-83.

cw2010-replicationcodes icon cw2010-replicationcodes

Replication codes for Cúrdia, V., and M. Woodford (2010). "Credit Spreads and Monetary Policy," Journal of Money, Credit and Banking, 42 (s1), pp. 3-35.

cw2011-replicationcodes icon cw2011-replicationcodes

Replication codes for Cúrdia, V., and M. Woodford (2011). "The Central-Bank Balance Sheet as an Instrument of Monetary Policy." Journal of Monetary Economics, 58(1), pp. 54-79.

cw2016-replicationcodes icon cw2016-replicationcodes

Replication codes for Cúrdia, V. and Woodford, M. (2016). "Credit Frictions and Optimal Monetary Policy." Journal of Monetary Economics, 84, pp. 30-65.

obsidian-dataview icon obsidian-dataview

A high-performance data index and query language over Markdown files, for https://obsidian.md/.

vc-bayesianestimation icon vc-bayesianestimation

Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.

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