macrofinancehub Goto Github PK

causal_inference_python_code

Python code for part 2 of the book Causal Inference: What If, by Miguel Hernán and James Robins

causal_inference_r_workshop

Causal Inference in R Workshop

causal_inference_r_workshop_solutions

causalinference

《基本有用的计量经济学》（MUSE）

causaltree

Working repository for Causal Tree and extensions

cbd-time-series-data-management-for-matlab

Time series data management for Matlab

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.

ccmmoutliervar-code

Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021), Work in Progress

ccmmshadowratevar-code

replication code for „Forecasting with Shadow-Rate VARs“ by Carriero, Clark, Marcellino and Mertens

ce-fortran-introduction-to-computational-economcis-using-fortran

The Program and Compiler Database that accompanies the book "Introduction to Computational Economcis using Fortran"

cefa-matlab

Matlab code for CEFA

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.

cgg

Replicating IRFs from Clarida, Gali Gertler (2000) - titled "Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory"

chenphelan2021jfs

chinese-erj

《经济研究》杂志 LaTeX 论文模板 - LaTeX Template for Economic Research Journal

choosing_prior_hyperparameters

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

clmmjuliapythonmatlab

Codes to accompany the paper "Matlab, Python, Julia: What to Choose in Economics?" by Chase Coleman, Spencer Lyon, Lilia Maliar, and Serguei Maliar

cmdstan

CmdStan, the command line interface to Stan

cmmrestat-timevaryinguncertainty

Replication files for Clark, McCracken, and Mertens (2020, REStat)

cmns-aggregation

Associates the universe of traded equity and debt securities with their issuers' ultimate parents, including those issued in tax havens.

code-for-practical-time-series-analysis

code_olg_china

codedynaasset

Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models

coding-for-economists

This repository hosts the code behind the online book, Coding for Economists.

cointegration-based-algorithmic-pairs-trading

Financial econometrics small project

collaborativenowcasting

The two-step collaborative nowcasting model

comingertler2006

commodity-prices-and-banking-crises

commodity-realized-volatility-forecasting

R code for the article: "Do economic variables forecast commodity futures volatility?"

commonownerreplication

Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)