lnsongxf/MF-VAR

Repository for Julia code to implement/replicate several mixed-frequency VAR models

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lnsongxf/ExcelTraining Fork of nagdevelopment/ExcelTraining

Training course on calling the NAG Fortran Library (Mark 25) from Microsoft Excel (2013)

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lnsongxf/RegimeSwitching_GARCH Fork of yonghanjung/RegimeSwitching_GARCH

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lnsongxf/EMET1001 Fork of juergenmeinecke/EMET1001

Course content for EMET1001 "Foundations of Financial and Economic Models"

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lnsongxf/Mortensen-Pissarides Fork of zdinakmg/Mortensen-Pissarides

Computing a discrete-time version of a Mortensen-Pissarides model with aggregate fluctuations, in Matlab.

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lnsongxf/PE-Estim-Matlab Fork of PortfolioEffect/PE-Estim-Matlab

MATLAB toolbox for high frequency market microstructure analysis and estimators for price variance, quarticity and noise

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lnsongxf/PE-HFT-Matlab Fork of PortfolioEffect/PE-HFT-Matlab

MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization

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lnsongxf/RecMacroTheoryFigures Fork of cc7768/RecMacroTheoryFigures

This repository replicates the figures from the 3rd edition of the book "Recursive Macroeconomic Theory" by Lars Ljungqvist and Thomas J. Sargent.

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lnsongxf/fredr-1 Fork of sboysel/fredr

Interact with the FRED API in the R workspace

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lnsongxf/Matlab-Intro Fork of hendri54/Matlab-Intro

Introduction to Matlab and Programming

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lnsongxf/Imputation-of-missing-values-Matlab- Fork of jsantarc/Imputation-of-missing-values-Matlab-

datasets contain missing values, often encoded NaNs or other placeholders. Instead of discarding rows containing missing values that comes a price of losing data which may be valuable. One can impute the missing values, i.e., to infer them from the known part of the data. The Imputer function provides basic strategies for imputing missing values, either using the mean, the median or the most frequent value of the column in which the missing values are located, Just like the Scikit learn version.

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lnsongxf/rPython-win Fork of cjgb/rPython-win

rPython for Windows

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lnsongxf/Econ821 Fork of hendri54/Econ821

Code and data for Econ821

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lnsongxf/site Fork of twistedmove/site

Chicago Booth Analytics website / wiki

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lnsongxf/DSGE-2014-Sep Fork of FRBNY-DSGE/DSGE-2014-Sep

Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"

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lnsongxf/Student_Loans_Analysis Fork of caimichael/Student_Loans_Analysis

Analyzing student loan and default data

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lnsongxf/assignment-bank-2015 Fork of numerical-mooc/assignment-bank-2015

For submission of class projects at GW, Fall 2015

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lnsongxf/COP-Estimation-Misspec Fork of Ver2307/COP-Estimation-Misspec

R code used in the master thesis "Estimation of the Dependence Parameter in Bivariate Archimedean Copula Models Under Misspecification"

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lnsongxf/Wu_Xia Fork of as4456/Wu_Xia

Replicates the script for generating the Wu Xia shadow rate term structure model in python

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lnsongxf/Hpfilter_optimal_lambda Fork of as4456/Hpfilter_optimal_lambda

Code for determining optimal value of lambda to be used in Hodrick Prescott filter using cross-validation method

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lnsongxf/eds-cga Fork of BFI-MFM/eds-cga

Epsilon distinguishable set (EDS) method and cluster grid algorithm (CGA) by Lilia Maliar and Serguei Maliar

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lnsongxf/Majority-Vote-function-for-Matlab- Fork of jsantarc/Majority-Vote-function-for-Matlab-

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lnsongxf/InvitationToDynamicalSystems Fork of scheinerman/InvitationToDynamicalSystems

Download my book "Invitation to Dynamical Systems" and its solution manual.

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lnsongxf/latex_styles Fork of autozimu/latex_styles

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lnsongxf/sentiment_machine-learning Fork of vivekn/sentiment

Sentiment analysis using machine learning techniques.

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lnsongxf/Macroeconomic_Foundations_for_Asset_Prices Fork of DaveBackus/MFAP

Macroeconomic Foundations for Asset Prices, an undergrad course at NYU

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lnsongxf/LSTM---Stock-prediction Fork of jgpavez/LSTM---Stock-prediction

A long term short term memory recurrent neural network to predict forex data time series

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lnsongxf/nwcommands Fork of ThomasGrund/nwcommands

Social network analysis in Stata

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lnsongxf/Exponential_Smoothing_Matlab Fork of MatthewPeterKelly/Exponential_Smoothing_Matlab

Exponential smoothing for simple functions: max(), clamp(), abs(), ramp()...

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lnsongxf/GrowthModels Fork of NYUEcon/GrowthModels

This is a repository that contains solutions to many growth models that are of the same class.

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lnsongxf/symmys Fork of silvaac/symmys

A. Meucci code from bootcamp and book

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lnsongxf/rflow Fork of yuanyuanus/rflow

(ON HOLD)

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lnsongxf/econlearn Fork of nealbob/econlearn

A machine learning toolkit for economists

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lnsongxf/tensor_lottery Fork of vzhorin/tensor_lottery

Computing Lottery Programs: tensor vectorization with conversion of non-convex non-linear optimization problems into a superset of linear programming convex problems based on Alex Karaivanov implementation of Prescott-Townsend lotteries for mechanism design in information constrained problems

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lnsongxf/econ-python-environment Fork of philippmuller/econ-python-environment

A set of installation instructions to set up a Python environment for economic research. See

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lnsongxf/OccupationChoice-LEB- Fork of vzhorin/OccupationChoice-LEB-

based on Xavier Gine and Robert Townsend (2004). Evaluation of Financial Liberalization: a General Equilibrium Model with Constrained Occupation Choice. Journal of Development Economics 74, 269-307.

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lnsongxf/ConvDiag Fork of chrstdanne/ConvDiag

Graphic convergence diagnostics for the BMR (Bayesian Macroeconometrics in R) package

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lnsongxf/AFNS_models Fork of grreis/AFNS_models

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lnsongxf/FinancialDeepening-GJ- Fork of vzhorin/FinancialDeepening-GJ-

Financial Deepening, Inequality, and Growth: A Model-Based Quantitative Evaluation

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lnsongxf/Fiscal_Policy_In_Debt_Constrained_Economies_JET_2016 Fork of manuelamador/Fiscal_Policy_In_Debt_Constrained_Economies_JET_2016

Numerical Analysis for Fiscal Policy in Debt Constrained Economies, JET, 2016

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lnsongxf/eventstudies Fork of xKDR/eventstudies

An R package for conducting event studies and a platform for methodological research on event studies.

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lnsongxf/William-Laubach-R-star Fork of as4456/William-Laubach-R-star

Output is currently not correct due to some Kalman filter issues in Python. Needs to be corrected.

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lnsongxf/DynamicProgramming.jl

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lnsongxf/GKK_Wealth_Tax

Code for the wealth taxation model by Guvenen, Kuruscu and Kambourov.

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lnsongxf/gametheory Fork of schottmueller/gametheory

Material for the Game Theory course at the University of Copenhagen

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lnsongxf/macrofoundations_labs Fork of caimichael/macrofoundations_labs

Lab reports written in Matlab and Python for Dave Backus's course: Macroeconomic Foundations for Asset Prices.

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lnsongxf/CSL Fork of yulong-git/CSL

MATLAB and Python Code for Current State Linearization

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lnsongxf/GARCH.jl Fork of yuyingfeng/GARCH.jl

Julia GARCH package

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lnsongxf/fracdist Fork of jagerman/fracdist

Calculate p-values and critical values for tests of fractional unit roots and cointegration

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lnsongxf/compecon-5 Fork of dendisuhubdy/compecon

Computational Economics and Finance Toolbox by Doctor Paul Fackler

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lnsongxf/SuiteSparse-1 Fork of PetterS/SuiteSparse

A shallow fork of SuiteSparse adding build files for Visual Studio and support for ACML

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lnsongxf/Amazon_Global_Economy Fork of DaveBackus/Amazon_Global_Economy

Materials for NYU's Global Economy course text: LaTeX files, Stata code for figures, etc. All in one place.

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lnsongxf/entrefiscal Fork of Marchaser/entrefiscal

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lnsongxf/PythonExamples Fork of tchakravarty/PythonExamples

Collection of useful Python scripts

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lnsongxf/FinancialAnalytics.jl Fork of JuliaQuant/FinancialAnalytics.jl

A collection of commonly used metrics in finance

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lnsongxf/model

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lnsongxf/Online-Portfolio-Selection-toolbox Fork of OLPS/OLPS

Online Portfolio Selection toolbox

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lnsongxf/gmmtbx Fork of tholden/gmmtbx

An updated version of Kostas N. Kyriakoulis's GMM Toolbox for MATLAB

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lnsongxf/MPECvsNFXP Fork of fediskhakov/MPECvsNFXP

The code for the paper "Constrained Optimization Approaches To Estimation Of Structural Models: Comment" by Iskhakov, Lee, Rust, Schjerning and Seo. Econometrica, 2015.

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lnsongxf/wisecourse1415 Fork of changshun/wisecourse1415

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lnsongxf/Borrowing-constraints Fork of hendri54/Borrowing-constraints

First iteration of model. Running with reasonable fit.

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lnsongxf/pmtk3 Fork of tchakravarty/pmtk3

Automatically exported from code.google.com/p/pmtk3

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lnsongxf/HeterogeneousAgentModels Fork of racheljoyforshaw/HeterogeneousAgentModels

A collection of heterogenous agent models solved in python

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lnsongxf/PyMurphy Fork of tchakravarty/PyMurphy

Python translation of Kevin Murphy's Machine Learning textbook code

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lnsongxf/egdst Fork of fediskhakov/egdst

Generic and simple to use Matlab code for solving finite horizon discrete time optimal control problems with one continuous and one discrete control.

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lnsongxf/zipline Fork of saeedamen/zipline

Zipline, a Pythonic Algorithmic Trading Library

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lnsongxf/quant Fork of maihde/quant

Quant is a python-based system for stock trading strategy backtesting

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lnsongxf/sgpe-numerical-methods-2015 Fork of davidrpugh/sgpe-numerical-methods-2015

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lnsongxf/parent-invest Fork of damiancclarke/parent-invest

Source code and data for tests of parental responses to early life shocks (Clarke, Zhang)

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lnsongxf/arsenic Fork of damiancclarke/arsenic

source code and data for long run effects of arsenic on human capital (Clarke, Ferreccio, Zhang)

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lnsongxf/statistical-analysis-python-tutorial Fork of fonnesbeck/statistical-analysis-python-tutorial

Statistical Data Analysis in Python

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lnsongxf/Unemployment-and-Development-Harris-Todaro-Meets-Mortensen-Pissarides Fork of wiczerd/HTmeetsMP

This is Matlab code for the project: Unemployment and Development: Harris-Todaro Meets Mortensen-Pissarides

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lnsongxf/LibTrading.jl Fork of StefanKarpinski/LibTrading.jl

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lnsongxf/VineCopulaCPP Fork of MalteKurz/VineCopulaCPP

A C++ library for vine copulas

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lnsongxf/private.package

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lnsongxf/MonetaryPolicy-StructuralVARs-R Fork of ronitkishore/MonetaryPolicy-StructuralVARs-R

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lnsongxf/PROFOR-Toolbox-PRO-bability-FOR-ecasting-Toolbox Fork of ProforTeam/profor

probability forecasting with macro variables

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lnsongxf/m2o2c2 Fork of kisonecat/m2o2c2

Multivariable calculus course materials

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lnsongxf/MATLAB-git Fork of manur/MATLAB-git

A thin MATLAB wrapper for the Git source control system

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lnsongxf/numerical_computing Fork of insertinterestingnamehere/numerical_computing

Numerical computing labs

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lnsongxf/Avoiding-Dark-Corners-A-Robust-Monetary-Policy-Framework-for-the-United-States Fork of MichelJuillard/imf_wp_15-134_code

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lnsongxf/simulation Fork of jshrader/simulation

Random simulation code

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lnsongxf/interbank-lending-systemic-risk Fork of marcotinacci/interbank-lending-systemic-risk

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lnsongxf/hct Fork of Marchaser/hct

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lnsongxf/dsge-4

dsge

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lnsongxf/FEMDMP Fork of linxichen/FEMDMP

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lnsongxf/Multi-sec-sim

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lnsongxf/workshop Fork of vzhorin/workshop

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lnsongxf/blackLittermanAssetAllocation Fork of hansihuang2016/blackLittermanAssetAllocation

Asset model using the Black-Litterman approach.

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lnsongxf/TextMiningBGSE Fork of TimKreienkamp/TextMiningBGSE

Text Mining Group Work

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lnsongxf/paper-missing-values Fork of zliobaite/paper-missing-values

Data and code to support a paper on regression models tolerant to massively missing data: a case study in solar radiation nowcasting

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lnsongxf/macrods Fork of johannestang/macrods

A collection of macroeconomic datasets

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lnsongxf/riskdash Fork of riskdash/riskdash

Dashboard to view live measures of connectedness and systemic risk in the finance and insurance sectors.

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lnsongxf/TextMiningProject Fork of TimKreienkamp/TextMiningProject

Analysing speeches in the German "Bundestag" (parliament / legislative body of the Federal Republic of Germany) to build a supervised classifier for party affiliation.

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lnsongxf/TreeRedEx Fork of pabhan/TreeRedEx

a scenario-tree generation algorithm for strategic asset allocation problems in Matlab and AMPL

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lnsongxf/TrendChangeDetector Fork of mamhamed/TrendChangeDetector

R script to detect regime (trend) change in a time series data

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lnsongxf/DSGECodeGen Fork of es335mathwiz/DSGECodeGen

Symbolic Algebra for Generating Compilable Code for DSGE Applications

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lnsongxf/AMF Fork of rickecon/AMF

Alternate Model Forecast method for solving OLG transition paths

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lnsongxf/FactorModels.jl Fork of joidegn/FactorModels.jl

Language: Julia - Size: 184 KB - Last synced: over 1 year ago - Pushed: about 9 years ago - Stars: 0 - Forks: 0

lnsongxf/BoundedConsumption Fork of ozak/BoundedConsumption

Programs for Consumption under Bounded Rationality

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