phantomachine / soerisky

Estimated Bayesian Small Open Economics DSGE model with Stochastic Volatility in Structural Shock Processes

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soerisky

This repo contains the latest version of the paper and source codes for the paper "Global vs Fiscal Uncertainty Shocks: What Matters for Small Open Economies?" by Jamie Cross, Joshua Chan, Timothy Kam and Aubrey Poon.

Main scripts will always be labelled MAIN.

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Estimated Bayesian Small Open Economics DSGE model with Stochastic Volatility in Structural Shock Processes