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automatic-unit-root-test-tables-eviews

Toolbox to automate unit root test tables in EViews.

basic-dsge

Modelos RBC y NK en Dynare

bk2019jmcb

Brault, J. and H. Khan (2019). "The real interest rate channel is structural in contemporary in New-Keynesian models". Journal of Money, Credit and Banking.

brookingspc2020

bvar_

Empirical macro toolbox

bvar_om

bvar with om

bvartools

Functions for Bayesian inference of vector autoregressive models

confidence_bands

This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment described in the paper "Simultaneous Confidence Bands: Theory, Implementation, and an Application to SVARs", by Jose Luis Montiel Olea and Mikkel Plagborg-Møller; Journal of Applied Econometrics, 2018.

courses-introeconometrics-ph.d

This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their doctoral education. Edits, comments, and suggestions are welcome.

courses-timeseries-undergraduate

This course will provide a basic, yet rigorous, introduction to Time Series Econometrics. This course is intended for upper-level undergraduates and beginning M.A./M.S. students.

cs2005_pymc

dsge.jl

Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)

dsge_mod

A collection of Dynare models

econometric_theory_slides

Slides for A Primer in Econometric Theory

fruitful

Free WordPress theme

getfreddata-matlab

Matlab functions for directly importing data from FRED (Federal Reserve Economic Database)

global-oil-market

This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," American Economic Review, vol. 99(3), pages 1053-1069, June. Specifically: Cholesky Decomposition, Structural Impulse Response, Historical Evolution of the Structural Shock, Historical Decompositio of the Structural Shocks and the Forecast Error Variance Decomposition

macroeconometrics

Course on Macroeconometrics (graduate level)

nasmes_2016_workshop

North American Summer Meeting of the Econometric Society 2016

pricing_oil

Oil pricing in dynamic stochastic general equilibrium

svar_toolbox_matlab

Matlab toolbox for estimating Bayesian Structural Vector Autoregression models identified with sign and zero restrictions

tvp_julia