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Gustavo Amarante's repositories

dsgepy

Calibrate, estimate and analyze linearized DSGE models.

Language:Jupyter NotebookMIT34 2 4

QuantFin

Resources for Quantitative Finance

Language:Jupyter NotebookMIT17 30

bayesfm

Bayesian Fama-MacBeth

Language:PythonMIT11 1 1

pyacm

Implementation of "Pricing the Term Structure with Linear Regressions" from Adrian, Crump and Moench (2013)

Language:Jupyter NotebookMIT9 10

pyaa

All Around Finance

Language:PythonMIT6 30

applehealth

Analyze the exported data from apple health app

Language:Python3 10

df2pdf

Convert pandas DataFrames to a PDF image

Language:PythonMIT2 10

pycsminwel

Translation to python of Chris Sims' optimization function

Language:PythonMIT1 10

pykalman

Kalman Filter, Smoother, and EM Algorithm for Python

Language:PythonNOASSERTION100

BayesianFactorZoo

Translation from the authors' original R code to python

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coding_problems

Language:Python010

CorrelationEllipses

Plot a correlation matrix using ellipses python

Language:PythonMIT000

dragoncurve

Plot the dragon curve

Language:Python000

gusamarante

My personal webpage

Language:JavaScriptMIT010

personalportfolio

Language:Python000

pynowcasting

Language:PythonMIT010

empfin

Empirical Finance

Language:PythonMIT010

learning_manim

Language:PythonMIT000