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  1. proxy_svar_stability_restrictions proxy_svar_stability_restrictions Public

    Code that replicates 'Invalid proxies and volatility changes' by G. Angelini, L. Fanelli and L. Neri

    MATLAB 3 1

  2. ct_dsge ct_dsge Public

    Replication package for the paper "Estimation of continuous-time linear DSGE models from discrete-time measurements" by B.J. Christensen, L. Neri and J.C. Parra-Alvarez

    MATLAB 2 1

  3. website website Public

    my academic website

    SCSS 1