Vector autoregressive model in Julia
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Updated
Jun 22, 2022 - Julia
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local-projection
Here are 9 public repositories matching this topic...
julia implementation of Smooth Local Projections (SLP)
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Updated
Jul 4, 2024 - Julia
State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and forecast error variance decomposition.
r
time-series
impulse-response
econometrics
forecasting
macroeconomics
vector-autoregression
local-projection
state-dependent
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Updated
Nov 7, 2022 - R
Estimate impulse response functions using local projections.
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Updated
Aug 19, 2022 - Jupyter Notebook
Causal weights for macroeconomic shocks
impulse-response
causal-inference
vector-autoregression
local-projection
treatment-effect-estimation
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Updated
Nov 18, 2024 - Stata
R & STATA code for (1) PPML gravity model (IV generation), (2) panel fixed effect regression (1st stage regression), and (3) local projection method
regression
impulse-response
econometrics
panel-data
international-trade
local-projection
gravity-model
2sls
instrument-variable
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Updated
Nov 11, 2024 - R
Research project: Measuring the impact of geoeconomic fragmentation shocks - An empirical approach
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Updated
Mar 22, 2024 - R
Master's Thesis - A Replication of Metcalf and Stock (2020): The Macroeconomic Impact of Carbon Taxes
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Sep 30, 2021 - R
VAR and Local Projections
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Updated
Sep 28, 2023 - R
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