Mark Song's repositories
awesome-var
A curated list of Vector Autoregression resources.
Book5_Essentials-of-Probability-and-Statistics
《统计至简》，陆续上传25章草稿。草稿还会经过至少两轮修改，大家注意下载最新版本。请多提意见，谢谢
Trading-volatility-VIX
Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure
ABCprecisionsampler
Precision-based sampling from state space models that have no measurement error
awesome-english-ebooks
经济学人(含音频)、纽约客、卫报、连线、大西洋月刊等英语杂志免费下载,支持epub、mobi、pdf格式, 每周更新
BLP-Bayesian-Local-Projections
Codes for for Bayesian Local Projections & Bayesian Direct Forecasts
ClarkGanicsMertensSPFfancharts
Replication files for papers by Clark, Ganics and Mertens on SPF-consistent fan charts
covid-19-excess-deaths-tracker
Source code and data for The Economist's covid-19 excess deaths tracker
covid-19-the-economist-global-excess-deaths-model
The Economist's model to estimate excess deaths to the covid-19 pandemic
dfms
Dynamic Factor Models for R
fairseq
Facebook AI Research Sequence-to-Sequence Toolkit written in Python.
IntroToLifeCycleModels
Gradually build up a life-cycle model
IntroToOLGModels
Building up from a simple OLG
JambroBeamerTheme
JambroBeamerTheme
LMMREDcode
Replication code for Lubik-Matthes-Mertens (RED, in press) "Indeterminacy and Imperfect Information"
LucasAssetPrice
The Lucas Asset Pricing Model
LucasAssetPrice-Latest
The Lucas Asset Pricing Model
macrosynergy
Macrosynergy Quant Research
nowcast_ea
Replication files of the DFM now-casting of the euro area GDP (www.euroareanowcast.com)
pandemic_priors
A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with time dummies.
python-training
Python training for business analysts and traders
replicationCapitalInequality
Replication files for "Capital and income inequality: an aggregate-demand complementarity"
SVAR-DPMM
Replication files for "The importance of supply and demand for oil prices: evidence from non-Gaussianity"
SVAR-IVSR
Replication files for "Identification of SVAR Models by Combining Sign Restrictions With External Instruments"
SVAR-SV
Replication files for "Identification of Structural Vector Autoregressions by Stochastic Volatility"
TheEconomist2022
经济学人2022年期刊 在线阅读,包含音频，如果域名无法访问，请访问http://128.199.142.161:8888