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.

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SVAR_toolbox_Matlab

Matlab toolbox for estimating Bayesian Structural Vector Autoregression models identified with sign and zero restrictions

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Automatic-unit-root-test-tables-EViews

Toolbox to automate unit root test tables in EViews.

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Basic-DSGE

Modelos RBC y NK en Dynare

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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.

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BVAR_

Empirical macro toolbox

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bvar_om

bvar with om

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bvartools

Functions for Bayesian inference of vector autoregressive models

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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.

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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.

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DSGE.jl

Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)

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DSGE_mod

A collection of Dynare models

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econometric_theory_slides

Slides for A Primer in Econometric Theory

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Fruitful

Free WordPress theme

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getfreddata-matlab

Matlab functions for directly importing data from FRED (Federal Reserve Economic Database)

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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

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macroeconometrics

Course on Macroeconometrics (graduate level)

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nasmes_2016_workshop

North American Summer Meeting of the Econometric Society 2016

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pricing_oil

Oil pricing in dynamic stochastic general equilibrium

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