donotdespair

I'm a Bayesian econometrician developing methodology for empirical macroeconomic analyses and programming in R and cpp using Rcpp. Try my bsvars package!

University of MelbourneNaarm

Pinned Repositories

bsvars
Bayesian Estimation of Structural Vector Autoregressive Models
Language:R31 4 595
bsvarSIGNs
Developing an R package for Bayesian Structural VARs identified by zero, sign, and narrative restrictions
Language:C++32
bsvarTVPs
Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Structural Matrix
Language:C++9 5 189
Bayesian
CRAN Task View: Bayesian Inference
10
Bayesian-Autoregressions
A collaborative repository highlighting Bayesian autoregressive analysis with extensions. It is prepared by the students of Macroeconometrics at the University of Melbourne.
Language:TeX3 5 913
Bayesian-Unobserved-Component-Models
We are presenting a Bayesian local-level model and its extensions
Language:TeX1 1 1714
BayesianMS-VAR-GC
Bayesian Estimation of Markov-Switching VARs for Granger Causal Inference in R
Language:R0 2 06
mcxs-slides
Lecture slides for Macroeconometrics
Language:TeX7 3 110
SVAR-MSH-ID
R Code for Bayesian Inference for Structural Vector Autoregressions Identified with Markov-Switching Heteroskedasticity
Language:R2 2 05
forecasting-cash-rate.github.io
Language:R00

donotdespair's Repositories

donotdespair/mcxs-slides
Lecture slides for Macroeconometrics
Language:TeX7 3 110
donotdespair/Bayesian-Autoregressions
A collaborative repository highlighting Bayesian autoregressive analysis with extensions. It is prepared by the students of Macroeconometrics at the University of Melbourne.
Language:TeX3 5 913
donotdespair/Bayesian
CRAN Task View: Bayesian Inference
10
donotdespair/Bayesian-Unobserved-Component-Models
We are presenting a Bayesian local-level model and its extensions
Language:TeX1 1 1714
donotdespair/donotdespair
Tomasz' profile
10
donotdespair/naklejki
hexagonal stickers for my projects
Language:R1 2 01
donotdespair/bsvarTVPs_res
Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Structural Matrix
donotdespair/EconometricsWorkshop23
Econometrics Workshop at the Department of Economics of the University of Melbourne
Language:CSS1 0
donotdespair/mcxs-report
Yobin's mcxs repo
Language:R1 0
donotdespair/mcxs23-django
A copy of Django's mcxs repo
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donotdespair/mcxs23-eungwon
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donotdespair/mcxs23-nathan
Macroeconometrics Research Report Repository
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donotdespair/mcxs23-thomas
Research rapport
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donotdespair/mcxs24-aw
Macroeconometrics research project
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donotdespair/mcxs24-ben
Repo for the Research Project for ECOM90007 Macroeconometrics Semester 1 2024
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donotdespair/mcxs24-carl
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donotdespair/mcxs24-coraline
Repo
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donotdespair/mcxs24-inhye
This research project aims to measure the effects of monetary policy shocks on stock price volatility using the Bayesian Structural Vector Autoregressive Model in the Australian economy.
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donotdespair/mcxs24-jimmy
Repo of Macroeconometrics Research Project
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donotdespair/mcxs24-nhu
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donotdespair/mcxs24-pun
Repo for the research project for Macroeconometrics.
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donotdespair/mcxs24-qq
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donotdespair/mcxs24-rui
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donotdespair/mcxs24-russ
repo for research project
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donotdespair/mcxs24-yifang
testt
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donotdespair/mcxs24-yufei
Language:TeX
donotdespair/mcxs24-zheyuan
This is the research project for ECOM90007 Macroeconometrics
Language:TeX0 0
donotdespair/MXCS-SVAR
Hanwen's mcxs repo
Language:TeX1 0
donotdespair/mxcs24-stephan
Language:TeX0 0
donotdespair/rcpp-monash
Advanced R Programming
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