Mauricio Escamilla's repositories
Global-Oil-Market
This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," American Economic Review, vol. 99(3), pages 1053-1069, June. Specifically: Cholesky Decomposition, Structural Impulse Response, Historical Evolution of the Structural Shock, Historical Decompositio of the Structural Shocks and the Forecast Error Variance Decomposition
Forecast-and-assessment-of-General-Inflation-
This code mainly computes the forecast of headline inflation using different aproaches. Likewise presents the forecast evaluation for each model along different points in a span period.
Forecasting-the-Yield-Curve
The aim of this code is to show the preliminary results of the forecast for the term structure (with different maturities) of the Mexican government bonds using different types of models.
Basic-DSGE
Modelos RBC y NK en Dynare
Dynamic-response-to-a-monetary-without-liquidity-effect-shock
The code depicts the responses of inflation, output, real and nominal interest-rate given a simple New Keynesian model with sticky prices and an exogenous growth rate of money supply setting as a monetary policy shock, base on GalĂ, Jordi (2003).
Multy-Country-Exchange-Rate-
The main aim of this code is to measure the co-movements along 9 different currencies.
quantecon-notebooks-python
A Repository of Notebooks for the Python Lecture Site
replication-hasenzagl-et-al-2020
Replication code for "A Model of the Fed's View on Inflation".
rstarBrookings2017
Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andrea Tambalotti, presented at Brookings in March 2017
Seasonal-Adjustment
This are the main routines to reproduce the figures of seasonal adjustment GDP of Mexico according with the models of the National Statistics Bureau.
wom26.github.io
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