GRicco

University of WarwickLondon

Pinned Repositories

DDFM
Deep Dynamic Factor Models
Language:Python136
replication-hasenzagl-et-al-2020
Replication code for "A Model of the Fed's View on Inflation".
Language:Jupyter Notebook6 3 012
BLP
Codes for for Bayesian Local Projections & Bayesian Direct Forecasts
Language:MATLAB22
DDFM
Deep Dynamic Factor Models
Language:Python01
info-policy-surprises
Here you can download the high-frequency instruments for monetary policy and information of Miranda-Agrippino and Ricco (2021), extended to 2015:12.
20
replication-hasenzagl-et-al-2020
Replication code for "A Model of the Fed's View on Inflation".
Language:Jupyter Notebook2 0 00
replication_BPEA_2020
Language:MATLAB00
BLP
Codes for for Bayesian Local Projections & Bayesian Direct Forecasts
Language:MATLAB810
info-policy-surprises
Here you can download the high-frequency instruments for monetary policy and information of Miranda-Agrippino and Ricco (2021), extended to 2015:12.
34

GRicco/BLP
Codes for for Bayesian Local Projections & Bayesian Direct Forecasts
Language:MATLAB22
GRicco/info-policy-surprises
Here you can download the high-frequency instruments for monetary policy and information of Miranda-Agrippino and Ricco (2021), extended to 2015:12.
20
GRicco/replication-hasenzagl-et-al-2020
Replication code for "A Model of the Fed's View on Inflation".
Language:Jupyter Notebook2 0 00
GRicco/DDFM
Deep Dynamic Factor Models
Language:Python01
GRicco/replication_BPEA_2020
Language:MATLAB00