svar
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Course on Quantitative Macroeconomics (Master/PhD level)
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Feb 21, 2024 - TeX
Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”
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Jan 2, 2024 - R
The folder contains examples and codes developed in the Willy Mutchler lecture's at the Tübingen University . The course deals with estimation of SVAR and DSGE models
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Nov 24, 2023 - AMPL
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, His…
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Aug 13, 2023 - MATLAB
Helper functions for `vars` and `lpirfs` packages
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Jun 18, 2023 - R
SVAR in R programming language.
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Jul 5, 2022 - HTML
Vector autoregressive model in Julia
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Jun 22, 2022 - Julia
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Dec 22, 2020 - MATLAB
The aim of this code is to show the preliminary results of the forecast for the term structure (with different maturities) of the Mexican government bonds using different types of models.
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Mar 29, 2020 - MATLAB
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