HelloThereMatey/Bootleg_Macro

A simple tool-kit written in python for sourcing and displaying macroeconomic and financial data.

Language: Python - Size: 125 MB - Last synced: about 1 hour ago - Pushed: about 11 hours ago - Stars: 12 - Forks: 0

thorek1/MacroModelling.jl

Macros and functions to work with DSGE models.

Language: Julia - Size: 11.6 MB - Last synced: about 19 hours ago - Pushed: 1 day ago - Stars: 45 - Forks: 7

schoulten/dash_inflation

Dashboard for analyzing inflation in Brazil

Language: R - Size: 342 KB - Last synced: 2 days ago - Pushed: 3 days ago - Stars: 1 - Forks: 0

gabrielgggg/gabrielgggg.github.io

Language: HTML - Size: 33.7 MB - Last synced: 3 days ago - Pushed: 4 days ago - Stars: 0 - Forks: 0

mweiss-econ/mweiss-econ.github.io

Postdoctoral researcher in economics, interested in macro with heterogeneous agents, sticky prices

Language: TeX - Size: 6.03 MB - Last synced: 4 days ago - Pushed: 4 days ago - Stars: 0 - Forks: 1

PSLmodels/OG-USA

Overlapping-generations macroeconomic model for evaluating fiscal policy in the United States

Language: Python - Size: 260 MB - Last synced: about 5 hours ago - Pushed: 4 days ago - Stars: 18 - Forks: 34

ZhnZhn/ZhnZhn.github.io

Web app ERC: Economic RESTful Client

Language: JavaScript - Size: 111 MB - Last synced: 6 days ago - Pushed: 6 days ago - Stars: 8 - Forks: 4

rOpenSpain/tidyBdE

R package that helps to retrieve data from Banco de España

Language: R - Size: 61.6 MB - Last synced: 7 days ago - Pushed: 7 days ago - Stars: 11 - Forks: 2

RJDennis/SolveDSGE.jl

A Julia package to solve, simulate, and analyze nonlinear DSGE models.

Language: Julia - Size: 1.38 MB - Last synced: 7 days ago - Pushed: 7 days ago - Stars: 76 - Forks: 23

palewire/fed-dot-plot-scraper

Extracting the "dot plot" economic projections posted online by the Federal Open Market Committee

Language: Python - Size: 2.2 MB - Last synced: 12 days ago - Pushed: 12 days ago - Stars: 13 - Forks: 3

pachadotdev/leontief

Leontief's Input-Output Model in R

Language: R - Size: 1.79 MB - Last synced: 11 days ago - Pushed: over 1 year ago - Stars: 11 - Forks: 4

wmutschl/Introduction-to-Macroeconomics

Course on Introduction to Macroeconomics (undergraduate level)

Language: TeX - Size: 23.3 MB - Last synced: 11 days ago - Pushed: about 2 years ago - Stars: 3 - Forks: 4

gusamarante/dsgepy

Calibrate, estimate and analyze linearized DSGE models.

Language: Jupyter Notebook - Size: 4.54 MB - Last synced: 7 days ago - Pushed: 11 months ago - Stars: 25 - Forks: 16

i-afk/Modeling_Geopolitical_Instability

Modeling Geopolitical Instability Final Project and Updates

Language: Jupyter Notebook - Size: 3.33 MB - Last synced: 20 days ago - Pushed: 20 days ago - Stars: 0 - Forks: 0

epogrebnyak/weo-reader

Python client to read IMF World Economic Outlook (WEO) dataset as pandas dataframe.

Language: Jupyter Notebook - Size: 6.9 MB - Last synced: 20 days ago - Pushed: 21 days ago - Stars: 31 - Forks: 11

wmutschl/Quantitative-Macroeconomics

Course on Quantitative Macroeconomics (Master/PhD level)

Language: TeX - Size: 1.42 MB - Last synced: 11 days ago - Pushed: 3 months ago - Stars: 37 - Forks: 14

visheshgupta-BA/World-Metrics-Statistics-Analysis

This Project explores the link between macroeconomic indicators and global financial markets. We analyze the impact of international banking, credit, debt securities, consumer price, policy rate, foreign exchange, and debt service ratio. My research aims to provide insights into the health of the global economy and financial markets.

Size: 2.79 MB - Last synced: 25 days ago - Pushed: about 1 year ago - Stars: 0 - Forks: 0

yukimasano/rck_abm

Code release to our paper on an agent-based model of the Ramsey-Cass-Koopmans macroeconomic model. In this model, the households imitate other households' savings rates to "keep up with the Joneses".

Language: Python - Size: 23.4 KB - Last synced: 27 days ago - Pushed: almost 3 years ago - Stars: 7 - Forks: 3

lorae/roundup

Web scraper which aggregates pre-print academic economics papers from 20+ sources; presents titles, abstracts, authors and hyperlinks on an online dashboard. Auto-updates daily.

Language: Python - Size: 12.6 MB - Last synced: 30 days ago - Pushed: 30 days ago - Stars: 1 - Forks: 1

viczommers/Mortgage-Lending-Notebook

Explore how varying interest rates influence the density of mortgage lending

Language: HTML - Size: 4.71 MB - Last synced: 29 days ago - Pushed: 30 days ago - Stars: 2 - Forks: 1

PSLmodels/OG-UK

An overlapping generations model to simulate fiscal policy the United Kingdom.

Language: Python - Size: 35.8 MB - Last synced: 21 days ago - Pushed: about 1 year ago - Stars: 5 - Forks: 7

dkgaraujo/OpenSourcedMacroModels

A best-efforts collection of open-sourced macroeconomic models run by central banks and other official sector agencies (ie, ministries of economy)

Size: 76.2 KB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 111 - Forks: 31

jguerrae/ElectronicTaxPan_Forecast_LSTM

Innovative forecasting of Panama's electronic VAT collection through a blend of SARIMAX and LSTM models, under the FISLAC initiative by Juan Camilo Díaz and Jorge Guerra. This project leverages 1.2 million data points to enhance fiscal planning and risk management in the LAC region.

Language: Jupyter Notebook - Size: 656 KB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 0 - Forks: 0

jguerrae/KaminiskyModel

This repository implements the Kaminsky model to predict financial crises by monitoring various economic indicators against specified thresholds. It employs machine learning techniques and statistical analysis to evaluate the predictive power of each indicator, aiming to identify early warnings of potentia.

Language: Jupyter Notebook - Size: 21.5 KB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 0 - Forks: 0

KMWacker/growthdata

Panel dataset on correlates of economic growth: 1970-2019

Language: Stata - Size: 22.1 MB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 0 - Forks: 0

FRBNY-DSGE/DSGE.jl

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

Language: Julia - Size: 2.46 GB - Last synced: 26 days ago - Pushed: about 1 month ago - Stars: 842 - Forks: 217

vfitoolkit/VFIToolkit-matlab

A Matlab Toolkit for Macroeconomic Models using Value Function Iteration

Language: MATLAB - Size: 3.28 MB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 72 - Forks: 49

Philip-Lacava/Labor-Market-Demand-Forcast

In this project I will build a model from BEA, BLS, and FRED to create a forecast of the demand for labor across private sector industries.

Language: Jupyter Notebook - Size: 9.57 MB - Last synced: about 1 month ago - Pushed: about 2 months ago - Stars: 0 - Forks: 0

NellieAT/HistoricalWIODHeatmaps

Quickly transform changes in major country trade data from the historic WIOD tables into heatmaps, to support future GVA analyses

Language: Jupyter Notebook - Size: 29.5 MB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 0 - Forks: 0

viczommers/MIDAS-Nowcast

Time-series nowcasting model for UK household savings

Language: Jupyter Notebook - Size: 823 KB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 0 - Forks: 2

SSabet/ec413-pluto-notebook.jl

Macroeconomics notebooks for a beginning-graduate level course at the LSE, taught by Matthias Doepke and Silvana Tenreyro; Dockerized for Binder

Language: Julia - Size: 1.73 MB - Last synced: about 2 months ago - Pushed: 4 months ago - Stars: 1 - Forks: 0

EconMaett/stefanangrick

Replication of some of the blog posts by Stefan Angrick.

Language: R - Size: 23.7 MB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 0 - Forks: 0

yniu87/ML_Macro

Modeling Macroeconomics with Deep Reinforcement Learning

Language: Jupyter Notebook - Size: 4.12 MB - Last synced: about 2 months ago - Pushed: almost 5 years ago - Stars: 7 - Forks: 2

LeoRevelli/Modele-de-Goodwin

Here's the modelling in python and latex of the Goodwin model

Language: TeX - Size: 128 KB - Last synced: about 2 months ago - Pushed: about 2 years ago - Stars: 1 - Forks: 0

mingzehuang/ECON410_Macroeconomic_Theory

ECON410: Macroeconomic_Theory

Language: HTML - Size: 3.68 MB - Last synced: about 2 months ago - Pushed: almost 3 years ago - Stars: 1 - Forks: 3

sebastiandyrda/DyrdaPugsley_EmpLFO

Replication package for the paper "The Rise of Pass-throughs: An Empirical Investigation" by Sebastian Dyrda (University of Toronto) and Benjamin Pugsley (University of Notre Dame).

Language: PostScript - Size: 7.81 MB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 1 - Forks: 0

pmichaillat/economic-slack

Portal for the course "Economic Slack" [ECON 221B] at UCSC in Winter 2024

Size: 202 MB - Last synced: 2 months ago - Pushed: 2 months ago - Stars: 27 - Forks: 4

EconMaett/cepremap

Blogposts from the CEPREMAP Macroeconomic Observatory

Language: R - Size: 302 MB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 0 - Forks: 0

elainechowqz/Macroeconomics-and-Markets

A Machine Learning Product for Understanding the Macroeconomic Environment

Language: Python - Size: 143 KB - Last synced: 2 months ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

mohjaiswal/Coursework

Exploring the Intersections of Economics and Data Science: A Journey Through Econometrics, Monetary Theory, and Forecasting Techniques

Size: 42.6 MB - Last synced: 2 months ago - Pushed: 2 months ago - Stars: 0 - Forks: 0

Rodney-Menezes/Python-Macroeconomia-I---Maestria-UNI

Mis Códigos del curso que dicté: Python del Curso de Macroeconomía I en la Maestria en Ingenieria Economica de la UNI.

Language: Jupyter Notebook - Size: 20 MB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 1 - Forks: 0

konyai/Labor-flows

Labor flow calculations, using Eurostat data and Python

Language: Jupyter Notebook - Size: 26.4 KB - Last synced: 2 months ago - Pushed: almost 6 years ago - Stars: 2 - Forks: 1

Flintro/Coleman-Iteration

Matlab code solving a simple stochastic optimal growth model. Solved with both coleman policy iteration and value function iteration.

Language: MATLAB - Size: 4.88 KB - Last synced: 3 months ago - Pushed: almost 4 years ago - Stars: 1 - Forks: 3

kokoff/deep-forecast

Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject

Language: Python - Size: 974 KB - Last synced: 3 months ago - Pushed: almost 6 years ago - Stars: 13 - Forks: 3

syncoding/evdsts

evdsts; Türkiye Cumhuriyet Merkez Bankası Elektronik Veri Dağıtım Sistemi (EVDS) API üzerinden makroekonomik veri alımı için geliştirilmiş bir Python uyarlamasıdır. evdsts, verdiği zaman serileri analizine hazır çıktılar ve diğer faydalı dönüşümleriyle; hem veri alımını hem de zaman serileri anzlizlerini kolaylaştırmak için dizayn edilmiştir.

Language: Python - Size: 516 KB - Last synced: about 1 month ago - Pushed: over 1 year ago - Stars: 1 - Forks: 1

EconMaett/economic-indicators

Retrieve publicly available economic indicators to recreate the tables published by The Economist

Language: HTML - Size: 919 KB - Last synced: 2 months ago - Pushed: 2 months ago - Stars: 1 - Forks: 0

afrouzi/DRIPs.jl

A Package for Solving Dynamic Rational Inattention Problems

Language: Julia - Size: 11.1 MB - Last synced: 3 days ago - Pushed: almost 3 years ago - Stars: 14 - Forks: 5

EconMaett/RJDemetra

RJDemetra is an R interface to JDemetra+, the seasonal adjustment software officially recommended to the members of the European Statistical System (ESS) and the European System of Central Banks. JDemetra+ implements the two leading seasonal adjustment methods TRAMO/SEATS+ and X-12ARIMA/X-13ARIMA-SEATS.

Language: R - Size: 12.2 MB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 0 - Forks: 0

EconMaett/bsvars

An R package for Bayesian Estimation of Structural Vector Autoregressive Models

Language: R - Size: 1.91 MB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 0 - Forks: 0

andrewrgarcia/bcrpy

Un cliente API para el Banco Central de Reserva del Peru (BCRP)

Language: Python - Size: 3.57 MB - Last synced: 11 days ago - Pushed: 5 months ago - Stars: 1 - Forks: 1

pachadotdev/gravitydatasets

Datasets for Structural Gravity Modeling

Language: R - Size: 2.65 MB - Last synced: 11 days ago - Pushed: 11 months ago - Stars: 2 - Forks: 0

pmichaillat/math-for-macro

Source files of the course "Mathematics for Macroeconomics"

Language: TeX - Size: 6.43 MB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 123 - Forks: 42

diest/forecasting-brazilian-inflation-simple-lstm

Using simple LSTM applications to forecast brazilian indexes for extended national consumer prices, a.k.a. IPCA in Brazilian Portuguese.

Language: Jupyter Notebook - Size: 4.78 MB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 0 - Forks: 0

FRBNY-TimeSeriesAnalysis/Nowcasting

Nowcasting

Language: MATLAB - Size: 410 KB - Last synced: 3 months ago - Pushed: over 4 years ago - Stars: 194 - Forks: 68

bachmeil/handbook

Code, data, and additional materials for our chapter in the Handbook of Energy Economics

Language: R - Size: 379 KB - Last synced: 4 months ago - Pushed: about 3 years ago - Stars: 4 - Forks: 3

mpfarrho/mf-bavart

MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"

Language: R - Size: 1.83 MB - Last synced: 3 months ago - Pushed: 4 months ago - Stars: 21 - Forks: 13

pmichaillat/business-cycles

Source files of the minicourse "Business Cycles and How to Tame Them"

Language: TeX - Size: 13.9 MB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 1 - Forks: 0

tylerJPike/sovereign

State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and forecast error variance decomposition.

Language: R - Size: 7.83 MB - Last synced: 16 days ago - Pushed: over 1 year ago - Stars: 11 - Forks: 3

yangycpku/macro_ML

Course Website on Macroeconomic Analysis with Machine Learning and Big Data

Size: 33.5 MB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 104 - Forks: 52

drarnau/RauhValladaresEsteban2023.jl

Replication files for "On the Black-White Gaps in Labor Supply and Earnings over the Lifecycle in the US" by Christopher Rauh and Arnau Valladares-Esteban.

Language: Julia - Size: 3.77 MB - Last synced: 3 months ago - Pushed: 5 months ago - Stars: 2 - Forks: 0

WilliamHope2020/GDP-Time-Series-in-R

This assignment relates to my 6th assignment in Econ 323 - Econometrics Analysis 2. It deals with GDP time series data.

Size: 16.6 KB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 0 - Forks: 0

WilliamHope2020/Palestine-GDP-Time-Series-Analysis

This assignment relates to my 4th assignment in Econ 323 - Econometrics Analysis 2. It deals with Palestine GDP Time Series data to analysis detrending, level of persistence, among other methods.

Size: 40 KB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 0 - Forks: 0

MajesticKhan/Nowcasting-Python

Python Nowcasting

Language: Python - Size: 523 KB - Last synced: 4 months ago - Pushed: over 3 years ago - Stars: 95 - Forks: 30

Vandivier/research-dissertation-case-for-alt-ed

i meant for it to be for my dissertation, but it grew into all my papers 😬

Language: TeX - Size: 31.7 MB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 2 - Forks: 0

rgriva/numerical-methods

This is code from the Numerical Methods course at EPGE/FGV in 2018

Language: MATLAB - Size: 10.8 MB - Last synced: 4 months ago - Pushed: almost 5 years ago - Stars: 3 - Forks: 4

rgriva/macro3

Code for the Macro III course at the M.Sc/Ph.D programs at EPGE/FGV

Language: Matlab - Size: 3.91 MB - Last synced: 4 months ago - Pushed: over 5 years ago - Stars: 7 - Forks: 5

briandidthat/econ-server

Economic analysis API powered by Coinbase, FRED and Twelve Data.

Language: Java - Size: 380 KB - Last synced: 29 days ago - Pushed: 29 days ago - Stars: 0 - Forks: 0

pmichaillat/intermediate-macro

Source files of the course "Intermediate Macroeconomics"

Size: 72.5 MB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 95 - Forks: 25

YE-ZINAN/YE-ZINAN.github.io

Page of YE ZINAN

Language: Python - Size: 832 KB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 0 - Forks: 0

makurotioli/mt2022 Fork of gradama/gradama

Macro questions, Econ theory, Applied Math, Stats and Computing

Language: Jupyter Notebook - Size: 52 MB - Last synced: about 2 months ago - Pushed: about 2 years ago - Stars: 3 - Forks: 13

s-honore/Public-finances-and-fiscal-effects

Repository containing reproducible code for the paper: Public Finances and Fiscal Effects - The case of Denmark

Language: Jupyter Notebook - Size: 896 KB - Last synced: 5 months ago - Pushed: 5 months ago - Stars: 0 - Forks: 0

Py4Macro/py4macro

「Pythonで学ぶマクロ経済学 (中級＋レベル)」で使うモジュール

Language: Python - Size: 13.3 MB - Last synced: 19 days ago - Pushed: 3 months ago - Stars: 8 - Forks: 3

Tommylee1013/EconomicCycle

2023학년도 2학기 경기변동론 프로젝트 페이지

Language: Python - Size: 22.9 MB - Last synced: 5 months ago - Pushed: 5 months ago - Stars: 1 - Forks: 0

ekgoode/climate-macrodynamics

This repository hosts the replication files for the paper: "Projecting the impacts of temperature change: The role of macroeconomic dynamic", published in the IMF Economic Review

Language: R - Size: 106 MB - Last synced: 4 months ago - Pushed: over 1 year ago - Stars: 0 - Forks: 1

alexmakassiouk/eth-edc23

Economic Dynamics and Complexity at ETH D-MTEC

Language: Jupyter Notebook - Size: 56.2 MB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 0 - Forks: 0

paulschick/java-cot-processor

Download and extract relevant rows from the CFTC Commitments of Traders report in Java with Spring Boot and Sqlite

Language: Java - Size: 142 KB - Last synced: 6 months ago - Pushed: 6 months ago - Stars: 0 - Forks: 0

VFCI/vfci

Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”

Language: R - Size: 78.1 KB - Last synced: 5 months ago - Pushed: 7 months ago - Stars: 3 - Forks: 2

shuowencs/Destructive-Innovations

SMM for project "Destructive Innovations and Productivity Gap" (with Yang Ming)

Language: Julia - Size: 526 KB - Last synced: 6 months ago - Pushed: about 4 years ago - Stars: 0 - Forks: 0

junyuan-chen/SequenceJacobians.jl

WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians

Language: Julia - Size: 568 KB - Last synced: 5 months ago - Pushed: 5 months ago - Stars: 15 - Forks: 4

franco-nunez/HP_Exercises

Códigos de R y archivos para replicar ejercicios de ventanas con el filtro HP. R codes and files to replicate window exercises with the HP filter.

Language: R - Size: 17.4 MB - Last synced: 6 months ago - Pushed: almost 3 years ago - Stars: 0 - Forks: 1

ncachanosky/Macro-with-Python

Macro with Python

Language: Jupyter Notebook - Size: 14.4 MB - Last synced: 11 days ago - Pushed: almost 3 years ago - Stars: 50 - Forks: 24

Py4Macro/py4macro.github.io

Pythonで学ぶマクロ経済学（Python for Intermediate+ Macroeconomics）

Language: Jupyter Notebook - Size: 204 MB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 8 - Forks: 0

CommonEconomist/teaching

Lectures and tutorials for number of courses in economics and statistics.

Language: TeX - Size: 249 MB - Last synced: about 2 months ago - Pushed: over 3 years ago - Stars: 17 - Forks: 14

mini-kep/parser-rosstat-kep

Provide clean macroeconomic time series as CSV files at stable URL

Language: Python - Size: 16 MB - Last synced: 7 months ago - Pushed: over 5 years ago - Stars: 13 - Forks: 13

Ko4ka-Beershire-Co/Inflation-project

Ko4ka Beershire inflation calculator

Language: Python - Size: 151 KB - Last synced: 7 months ago - Pushed: almost 2 years ago - Stars: 4 - Forks: 1

PeterH97/gef_impact

Research project: Measuring the impact of geoeconomic fragmentation shocks - An empirical approach

Language: R - Size: 98.4 MB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 1 - Forks: 0

PeterH97/cee_inf_monpol_war

Book chapter: Central and Eastern European Economies after the Ukrainian War — Between a Rock and a Hard Place: Chapter 5. Inflation Shock and Monetary Policy

Language: HTML - Size: 36.9 MB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 1 - Forks: 0

irenezh1016/My-Projects

Store codes related to my projects

Language: Stata - Size: 49.8 KB - Last synced: 7 months ago - Pushed: about 5 years ago - Stars: 1 - Forks: 0

PeterH97/uncertainty_transmission_us

Research project: The Impact of Uncertainty on Monetary Transmission - Evidence from the US

Language: R - Size: 12.6 MB - Last synced: 4 months ago - Pushed: 7 months ago - Stars: 0 - Forks: 1

PeterH97/housing_tvar

Research project: Could Interest Rate Hikes Burst The Housing Bubble?

Language: R - Size: 1.41 MB - Last synced: 7 months ago - Pushed: 7 months ago - Stars: 0 - Forks: 0

BA-BEL/macro-country-analysis

Macroeconomic Analysis of Argentina

Language: Jupyter Notebook - Size: 3.82 MB - Last synced: 7 months ago - Pushed: 7 months ago - Stars: 1 - Forks: 0

shehio/Everything-Macroeconomics

How Are Economies Doing

Size: 61.5 KB - Last synced: 7 months ago - Pushed: 7 months ago - Stars: 0 - Forks: 0

yubai90/panel_forecasting

BCCM_JAE_2022

Language: MATLAB - Size: 192 KB - Last synced: 7 months ago - Pushed: about 2 years ago - Stars: 0 - Forks: 0

asaficontact/term_spread_combinations

In this project, I show how different combinations and components of term spread have varying shapes, which can be analyzed in order to understand movements in the economy. Calculating term spread dispersion can help us better price risk in the bond market. Term spread combinations have varying power in explaining future movements in macro variable. It shows that the spanning hypothesis of the term spread against a macro variable might hold true depending on the combination and component of term spread that we are taking into consideration. This project provides a mechanism through which we can identify the best combination of a term spread for creating an efficient􏰐 macro 􏰍finance model.

Language: R - Size: 56.7 MB - Last synced: 7 months ago - Pushed: over 1 year ago - Stars: 6 - Forks: 3

Jiaming-Huang/GLP

The replication data and files for “Group Local Projection”

Language: MATLAB - Size: 723 MB - Last synced: 8 months ago - Pushed: 11 months ago - Stars: 1 - Forks: 5

edwinlzs/macrodata

Outdated - Can Ignore

Language: TypeScript - Size: 12.1 MB - Last synced: 8 months ago - Pushed: over 1 year ago - Stars: 1 - Forks: 0

EconMaett/varlocproj

VAR and Local Projections

Language: R - Size: 9.76 MB - Last synced: 8 months ago - Pushed: 8 months ago - Stars: 0 - Forks: 0

EconMaett/WEIext

Extension of the U.S. Weekly Economic Index (WEI)

Language: R - Size: 4.31 MB - Last synced: 4 months ago - Pushed: 7 months ago - Stars: 0 - Forks: 0

drarnau/MeasureElasticity

Replication files for "On the Measurement of the Elasticity of Labour" by Charles Gottlieb, Joern Onken, and Arnau Valladares-Esteban.

Language: MATLAB - Size: 318 KB - Last synced: 8 months ago - Pushed: 8 months ago - Stars: 3 - Forks: 1

open-risk/scenarioGenerator

A python library for generating macro-economic scenarios

Language: Python - Size: 15.6 KB - Last synced: 7 months ago - Pushed: 7 months ago - Stars: 8 - Forks: 2