cm1518

FAIR

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

practicing_dynare

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

robustness_dynare

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

Choosing_Prior_Hyperparameters

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

misspecification

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

composite_likelihood

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

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)

Indeterminacy

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

Learning_about_Regime_Change

code for "Learning about Regime Change" with Andrew Foerster

multiplier

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

python_minicourse

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

annotated_latex_equations

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

cm1518.github.io

DynamicalSystems.jl

Award winning software library for nonlinear dynamics

GaryChamberlainLectureNotes

LaTeX-templates

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

mixtape

Data and Program files for Causal Inference: The Mixtape

mixtape_learnr

optimize

Parameters.jl

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

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

template-referee-response

a template referee response

VARmodels

Estimation, impulse responses with error bands, for reduced form VAR's and for structural VAR's identified through heteroskedasticity.

VectorAutoregressions.jl

Vector autoregressive model in Julia