zalnahedh's repositories
Courses-TimeSeries-Undergraduate
This course will provide a basic, yet rigorous, introduction to Time Series Econometrics. This course is intended for upper-level undergraduates and beginning M.A./M.S. students.
SVAR_toolbox_Matlab
Matlab toolbox for estimating Bayesian Structural Vector Autoregression models identified with sign and zero restrictions
Automatic-unit-root-test-tables-EViews
Toolbox to automate unit root test tables in EViews.
Basic-DSGE
Modelos RBC y NK en Dynare
BK2019JMCB
Brault, J. and H. Khan (2019). "The real interest rate channel is structural in contemporary in New-Keynesian models". Journal of Money, Credit and Banking.
BVAR_
Empirical macro toolbox
bvar_om
bvar with om
bvartools
Functions for Bayesian inference of vector autoregressive models
Confidence_Bands
This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment described in the paper "Simultaneous Confidence Bands: Theory, Implementation, and an Application to SVARs", by Jose Luis Montiel Olea and Mikkel Plagborg-Møller; Journal of Applied Econometrics, 2018.
Courses-IntroEconometrics-Ph.D
This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their doctoral education. Edits, comments, and suggestions are welcome.
DSGE.jl
Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
DSGE_mod
A collection of Dynare models
econometric_theory_slides
Slides for A Primer in Econometric Theory
Fruitful
Free WordPress theme
getfreddata-matlab
Matlab functions for directly importing data from FRED (Federal Reserve Economic Database)
Global-Oil-Market
This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," American Economic Review, vol. 99(3), pages 1053-1069, June. Specifically: Cholesky Decomposition, Structural Impulse Response, Historical Evolution of the Structural Shock, Historical Decompositio of the Structural Shocks and the Forecast Error Variance Decomposition
macroeconometrics
Course on Macroeconometrics (graduate level)
nasmes_2016_workshop
North American Summer Meeting of the Econometric Society 2016
pricing_oil
Oil pricing in dynamic stochastic general equilibrium