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vfciBusinessCycles
vfciBusinessCycles PublicResearch project exploring the relationship between financial conditions and business cycles.
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bsvars
bsvars PublicForked from bsvars/bsvars
Bayesian Estimation of Structural Vector Autoregressive Models
C++
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bsvarTVPs
bsvarTVPs PublicForked from bsvars/bsvarTVPs
Bayesian estimation of heteroskedastic Structural Vector Autoregressions with Markov-switching structural matrix
C++
Repositories
- macro_dynamics Public
VFCI/macro_dynamics’s past year of commit activity - vfciBusinessCycles Public
Research project exploring the relationship between financial conditions and business cycles.
VFCI/vfciBusinessCycles’s past year of commit activity - vfci Public
Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”
VFCI/vfci’s past year of commit activity - fevdid Public
R Package to identify structural VAR shocks using maximization of explained forecast error variances. Implemented to target either the time domain or frequency domain.
VFCI/fevdid’s past year of commit activity - bcadata Public
Data Package to recreate the data from the paper by Angeletos, Collard, and Dellas, "Business Cycle Anatomy" (2020).
VFCI/bcadata’s past year of commit activity - bsvarTVPs Public Forked from bsvars/bsvarTVPs
Bayesian estimation of heteroskedastic Structural Vector Autoregressions with Markov-switching structural matrix
VFCI/bsvarTVPs’s past year of commit activity - bsvars Public Forked from bsvars/bsvars
Bayesian Estimation of Structural Vector Autoregressive Models
VFCI/bsvars’s past year of commit activity - SVAR-MSH-ID Public Forked from donotdespair/SVAR-MSH-ID
R Code for Bayesian Inference for Structural Vector Autoregressions Identified with Markov-Switching Heteroskedasticity
VFCI/SVAR-MSH-ID’s past year of commit activity - SVAR-MSH-ID-1 Public Forked from shizelong1985/SVAR-MSH-ID
R Codes for Bayesian Inference for Structural Vector Autoregressions Identified with Markov-Switching Heteroskedasticity
VFCI/SVAR-MSH-ID-1’s past year of commit activity - BayesianMS-VAR-GC Public Forked from shizelong1985/BayesianMS-VAR-GC
Bayesian Estimation of Markov-Switching VARs for Granger Causal Inference in R
VFCI/BayesianMS-VAR-GC’s past year of commit activity
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