eph/dsge

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Rank 1,597,372 (Top 32 %)
Language
Python
Created almost 7 years ago
Updated 6 months ago

eph/dsge

eph

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simple dsge stuff in python

proxy-svar-smc

Replication code for "Monetary Policy, Credit Spreads, and Business Cycle Fluctuations"

tempered_pf

Companion code for the paper "Tempered Particle Filtering"

empirical-implications-of-zlb

Code for "The Empirical Implications of the Interest-Rate Lower Bound"

pyvar

A simple python package for VAR models.

short-term-planning-replication

Replication material for the paper "Short-term Planning, Monetary Policy, and Macroeconomic Persistence"

fortress

Fortran tools for Bayesian estimation of time series models.

zlb-in-julia

Implementation of AER in Julia

smc-msvar

fortran-conda-recipes