There are 2 repositories under monetary-policy topic.
A best-efforts collection of open-sourced macroeconomic models run by central banks and other official sector agencies (ie, ministries of economy)
Korean NLP Python Library for Economic Analysis
Portal for the course "Economic Slack" [ECON 221B] at UCSC in Winter 2024
Extracting the "dot plot" economic projections posted online by the Federal Open Market Committee
TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy"
a series of runtime upgrade proposals for Polkadot's monetary policy
Replication files for ‘Cost of Holding Foreign Exchange Reserves’
Macroeconomic dynamics and reallocation in an epidemic
Simulating monetary policy rules in the presence of a zero lower bound.
Дэшборд с интерактивными графиками, описывающими динамику основных показателей монетарной политики России (R, RMarkdown, HTML)
Sustainable International Monetary Policy Cooperation
Proceso de extracción y tratamiento de datos de la hoja semanal del balance del Banco Central de la República Argentina (BCRA).
Applying Text Mining algorithms to determine the sentiment in the minutes of Banco de México's monetary policy meetings.
Paper and source codes for Uncovering the Hit List for Small Inflation Targeters
AD-AS diagrams from the paper "An Economical Business-Cycle Model"
-A Replication, Abstract: The paper Stock Returns over the FOMC Cycle (Cieslak et al., 2019) finds a pattern in financial markets that suggests that stock market excess returns in the last 23 years were entirely earned in even weeks (0, 2, 4, and 6) starting from the last FOMC meeting.
This repository contains MATLAB code for simulating the central bank's response to either an inflation or demand shock under discretionary policy, commitment policy, or an ad-hoc Taylor rule. I also conduct each simulation under rational and naïve expectations.
Book chapter: Central and Eastern European Economies after the Ukrainian War — Between a Rock and a Hard Place: Chapter 5. Inflation Shock and Monetary Policy
Research project: Measuring inflation uncertainty
Research project: Could Interest Rate Hikes Burst The Housing Bubble?
Source files of the minicourse "Business Cycles and How to Tame Them"
I am currently working on the small scale New Keynesian models and using DYNARE to solved for different shock responses of the variables in the model.
Trabalho feito para matéria de Economia Monetária no curso de Ciências Econômicas da Universidade do Estado de Santa Catarina (UDESC), utilizando R, Markdown e LaTeX.
Project aimed at using time series analysis tools for BTC~gold price relation analysis
Replication codes for the paper.
Research project: The Impact of Uncertainty on Monetary Transmission - Evidence from the US
"Global Real Interest Rate Dynamics and Monetary Policy Announcements"
Monetary effects on nominal oil prices (NAJEF, 2009)
Optimal monetary policy with state-dependent pricing (IJCB, 2014)
Output Federal Reserve FOMC Meeting Dates in a plain text ISO date format for further use elsewhere
Anatomizing Incomplete-markets Small Open Economies
Data release of "Relief and Stimulus in A Cross-sector Multi-product Scarce Resource Supply Chain Network".