cm1518 Goto Github PK

annotated_latex_equations

Examples of how to create colorful, annotated equations in Latex using Tikz.

averaging_impulse_responses

Replication code for ``Averaging Impulse Responses", joint with Paul Ho and Thomas Lubik, forthcoming, JME

choosing_prior_hyperparameters

Code for "Choosing Prior Hyperparameters" with Pooyan Amir-Ahmadi and Mu-Chun Wang, Journal of Business & Economic Statistics, forthcoming

cm1518.github.io

composite_likelihood

Replication material for "A composite likelihood approach for dynamic structural models" with Fabio Canova, Economic Journal, forthcoming

drifts_and_volatilities

Code for "Drifts and Volatilities under Measurement Error" (with P. Amir-Ahmadi and M.-C. Wang) , Quantitative Economics (2016)

dynamicalsystems.jl

Award winning software library for nonlinear dynamics

effects_of_financial_market_disruptions

Code for "Are the Effects of Financial Market Disruptions Big or Small?" (with R. Barnichon and A.Ziegenbein, forthcoming in ReStat)

fair

Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming

figuring_out_the_fed

Code for "Figuring out the Fed", JMCB (2015)

garychamberlainlecturenotes

indeterminacy

Code for “Indeterminacy and Imperfect Information” with Thomas Lubik and Elmar Mertens, Review of Economic Dynamics, forthcoming

latex-templates

learning_about_regime_change

code for "Learning about Regime Change" with Andrew Foerster

logdensityproblems.jl

A common framework for implementing and using log densities for inference.

lp_var_simul

Simulation study of Local Projections, VARs, and related estimators

misspecification

Code for "Dealing with misspecification in structural macroeconometric models" (with F. Canova, forthcoming QE)

mixtape

Data and Program files for Causal Inference: The Mixtape

mixtape_learnr

multiplier

replication material for “Understanding the Size of the Government Spending Multiplier: It’s All in the Sign”

optimize

parameters.jl

Types with default field values, keyword constructors and (un-)pack macros

practicing_dynare

Dynare files for "Practicing Dynare" with Francisco Barillas, Anmol Bhandari, Riccardo Colacito, Sagiri Kitao, Thomas Sargent and Yongs Shin

python_minicourse

This is the summer mini course in Python for economics graduate students at Indiana University-Bloomington.

robustness_dynare

code to implement LQ robust control models in Dynare (with Saki Bigio)

sdmx

SDMX Connectors

sequence-jacobian

A unified framework to solve and analyze heterogeneous-agent macro models.

statsmodels

Statsmodels: statistical modeling and econometrics in Python

statswithjuliabook

svars

R Package for data driven SVAR identification of impulse response functions