cm1518/Figuring_Out_The_Fed

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Created over 6 years ago
Updated over 6 years ago

cm1518/Figuring_Out_The_Fed

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Code for "Figuring out the Fed", JMCB (2015)

FAIR

Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming

practicing_dynare

Dynare files for "Practicing Dynare" with Francisco Barillas, Anmol Bhandari, Riccardo Colacito, Sagiri Kitao, Thomas Sargent and Yongs Shin

robustness_dynare

code to implement LQ robust control models in Dynare (with Saki Bigio)

Drifts_and_Volatilities

Code for "Drifts and Volatilities under Measurement Error" (with P. Amir-Ahmadi and M.-C. Wang) , Quantitative Economics (2016)

Averaging_Impulse_Responses

Replication code for ``Averaging Impulse Responses", joint with Paul Ho and Thomas Lubik, forthcoming, JME

Choosing_Prior_Hyperparameters

Code for "Choosing Prior Hyperparameters" with Pooyan Amir-Ahmadi and Mu-Chun Wang, Journal of Business & Economic Statistics, forthcoming

misspecification

Code for "Dealing with misspecification in structural macroeconometric models" (with F. Canova, forthcoming QE)

multiplier

replication material for “Understanding the Size of the Government Spending Multiplier: It’s All in the Sign”

Indeterminacy

Code for “Indeterminacy and Imperfect Information” with Thomas Lubik and Elmar Mertens, Review of Economic Dynamics, forthcoming

Learning_about_Regime_Change

code for "Learning about Regime Change" with Andrew Foerster

inflation_regimes

Code for ``Monetary Policy Across Inflation Regimes'' with V. Gargiulo and K. Petrova

composite_likelihood

Replication material for "A composite likelihood approach for dynamic structural models" with Fabio Canova, Economic Journal, forthcoming

Effects_of_Financial_Market_Disruptions

Code for "Are the Effects of Financial Market Disruptions Big or Small?" (with R. Barnichon and A.Ziegenbein, forthcoming in ReStat)