macroeconomic-model

There are 0 repository under macroeconomic-model topic.

• OG-Core

  PSLmodels / OG-Core

  An overlapping generations model framework for evaluating fiscal policies.

  psl-catalogedmacroeconomic-modeloverlapping-generationsfiscal-policydemographics
  Language:Python 77

• VFCI / vfci

  Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”

  asset-pricingfciheteroskedasticitymacroeconomicsrr-langsvarvector-autoregressionvolatilityconsumption-based-asset-pricingfinancial-conditionsfinancial-conditions-indexprice-of-riskv-fcivfcimacroeconomic-modelmacro-financegrowth-at-riskmonetary-policy
  Language:R 5