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FAIR
Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcomingpracticing_dynare
Dynare files for "Practicing Dynare" with Francisco Barillas, Anmol Bhandari, Riccardo Colacito, Sagiri Kitao, Thomas Sargent and Yongs Shinrobustness_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, JMEChoosing_Prior_Hyperparameters
Code for "Choosing Prior Hyperparameters" with Pooyan Amir-Ahmadi and Mu-Chun Wang, Journal of Business & Economic Statistics, forthcomingmisspecification
Code for "Dealing with misspecification in structural macroeconometric models" (with F. Canova, forthcoming QE)Figuring_Out_The_Fed
Code for "Figuring out the Fed", JMCB (2015)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, forthcomingLearning_about_Regime_Change
code for "Learning about Regime Change" with Andrew Foersterinflation_regimes
Code for ``Monetary Policy Across Inflation Regimes'' with V. Gargiulo and K. PetrovaEffects_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)Love Open Source and this site? Check out how you can help us