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  1. Lag-augmented_LocalProjections Lag-augmented_LocalProjections Public

    Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.

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  2. Courses-IntroEconometrics-Ph.D Courses-IntroEconometrics-Ph.D Public

    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 welc…

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  3. FOMCTextAnalysis FOMCTextAnalysis Public

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  4. SVARIV SVARIV Public

    This repository contains a Matlab suite to construct weak-instrument robust confidence intervals for impulse response coefficients in Structural Vector Autoregressions identified with an external i…

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  5. Courses-TimeSeries-Undergraduate Courses-TimeSeries-Undergraduate Public

    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.

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  6. Confidence_Bands Confidence_Bands Public

    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,…

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