mikkelpm
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Causal weights for macroeconomic shocks
Northwestern PhD class on macroeconomics with heterogeneity, particularly household heterogeneity and HANK models
A community based Python library for quantitative economics
LP and VAR inference under potential misspecification
R Package for data driven SVAR identification of impulse response functions
"Computational Methods for Economists using Python", by Richard W. Evans. Tutorials and executable code in Python for the most commonly used computational methods in economics.
Using policy shocks to construct systematic policy rule counterfactuals
Code for the Spring 2022 heterogeneous-agent macro workshop
Application and simulation study of identification from non-Gaussianity.
Standard errors for moment matching estimators given limited knowledge about the moment variance-covariance matrix
Standard errors for moment matching estimators given limited knowledge about the moment variance-covariance matrix
A unified framework to solve and analyze heterogeneous-agent macro models.
jbduarte / svma_iv
Forked from mikkelpm/svma_ivInference in SVMA models identified by external instruments/proxies
R function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)
Simulation study of Local Projections, VARs, and related estimators
Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.
Inference in SVMA models identified by external instruments/proxies
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,…
Matlab code for robust empirical Bayes confidence intervals
Estimation of heterogeneous agent models using both macro and micro data
Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
Matlab interface to Stan, a package for Bayesian inference