The IMF working paper on central bank liquidity forecasting with Anastasios Panagiotelis
Personal Github webpage of Romain Lafarguette, International Monetary Fund.
My LateX resume
Joyplots in Python with matplotlib & pandas :chart_with_upwards_trend:
Sampling from a set of conditional quantiles via inverse transform sampling, with quantiles uncrossing correction
Project densities via quantile coefficients, using matrix projections and resampling (useful in recursive system). For local projections, please use https://github.com/romainlafarguette/quantile-local-projections
Tips for Python, R, Markdown, Orgmode, etc.
Python wrapper to run projection on latent structures, also called partial least squares
Python implementation of the Quantiles Spacing paper of Schmidt and Zhu (2016)
Estimate a Conditional Skew Normal using robust estimators (Theil-Sen and Firth Logistic Regressions) and an over-parametrized model
Set of R libraries to recreate the same environment as used by the liquidity forecasting infrastructure of the IMF