Romain Lafarguette (@romainlafarguette)
github

romainlafarguette

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Top repositories

1

granulariv

Granular instrumental variables, using Gabaix and Koijen paper (2020)
Python
9
star
2

gar

Conditional Density Projection via Quantile Regressions, Resampling and Multifit Models
Python
6
star
3

varfxi

Model and replications scripts for the 2020 IMF Working Paper "Foreign Exchange Interventions Rules for Central Banks: A Risk-Based Framework"
Jupyter Notebook
5
star
4

quantileproj

Quantile Local Projections
Jupyter Notebook
4
star
5

clusterwrapper

Python wrapper for clustering analysis, including dendogram and 2D projections. Based on scikit
Python
2
star
6

cb-liquidity-forecasting-course

My IMF course on central bank liquidity forecasting
TeX
1
star
7

romain_utils

A bunch of Python scripts I often use
Python
1
star
8

gar-lecture

My lecture on Growth-at-Risk, the forecasting density model used at the IMF
1
star