monetary-policy
There are 2 repositories under monetary-policy topic.
dkgaraujo / OpenSourcedMacroModels
A best-efforts collection of open-sourced macroeconomic models run by central banks and other official sector agencies (ie, ministries of economy)
entelecheia / eKoNLPy
Korean NLP Python Library for Economic Analysis
Language:Python 51- economic-slack
pmichaillat / economic-slack
Portal for the course "Economic Slack" [ECON 221B] at UCSC in Winter 2024
palewire / fed-dot-plot-scraper
Extracting the "dot plot" economic projections posted online by the Federal Open Market Committee
Language:Python 13mpfarrho / tvp-network-panel
TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy"
Language:R 10sunshine-protocol / monetary-futarchy
a series of runtime upgrade proposals for Polkadot's monetary policy
Language:Rust 10- Language:R 7
jfgomezok / cost-holding-fx-reserves
Replication files for ‘Cost of Holding Foreign Exchange Reserves’
Language:R 5tjxie / KUX_PandemicMacro
Macroeconomic dynamics and reallocation in an epidemic
Language:MATLAB 5VFCI / vfci
Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”
Language:R 4MCHatcher / Monetary_policy_rules_ZLB
Simulating monetary policy rules in the presence of a zero lower bound.
Language:MATLAB 3MikhailovDaniil / monetaryPlots
Дэшборд с интерактивными графиками, описывающими динамику основных показателей монетарной политики России (R, RMarkdown, HTML)
Language:HTML 3phantomachine / OSIMP
Sustainable International Monetary Policy Cooperation
Language:Roff 3Gitkandar / bcra_balance
Proceso de extracción y tratamiento de datos de la hoja semanal del balance del Banco Central de la República Argentina (BCRA).
Language:R 2GuARob / BanxicoSentiment
Applying Text Mining algorithms to determine the sentiment in the minutes of Banco de México's monetary policy meetings.
Language:R 2Paper and source codes for Uncovering the Hit List for Small Inflation Targeters
Language:Matlab 2- economical-model
AD-AS diagrams from the paper "An Economical Business-Cycle Model"
felix-reichel / stock-returns-over-the-fomc-cycle-revisited
-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.
Language:TeX 1fhaegner / Mak-h-ro
Simulate the current monetary system in modern economies (fractional reserve system) via a macroeconomic agent-based model in ML3 with SESSL
Language:R 1jack-madison / Optimal-Monetary-Policy
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.
Language:MATLAB 1PeterH97 / cee_inf_monpol_war
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
Language:HTML 1Research project: Measuring inflation uncertainty
Language:R 1Research project: Could Interest Rate Hikes Burst The Housing Bubble?
Language:R 1- business-cycles
Source files of the minicourse "Business Cycles and How to Tame Them"
Language:TeX 1 ArisZoleta / Debt-Finance-PH
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.
Language:AMPL 0cairebarletta / taxa_de_juros
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.
Language:R 0iskakovs / TS_BTC
Project aimed at using time series analysis tools for BTC~gold price relation analysis
Language:R 0- Language:R 0
pavelsolis / FXpuzzle
Replication codes for the paper.
Language:Stata 0Research project: The Impact of Uncertainty on Monetary Transmission - Evidence from the US
Language:R 0anakov / Monetary-Effects-on-Oil-Prices
Monetary effects on nominal oil prices (NAJEF, 2009)
Language:xBaseOptimal monetary policy with state-dependent pricing (IJCB, 2014)
Language:AMPLAnatomizing Incomplete-markets Small Open Economies
Language:Matlab- SRSCN
xweih / SRSCN
Data release of "Relief and Stimulus in A Cross-sector Multi-product Scarce Resource Supply Chain Network".
yildirimalper / yildirim-masters-thesis
"Global Real Interest Rate Dynamics and Monetary Policy Announcements"
Language:Python
