donotdespair
A Bayesian econometrician developing methods for empirical macro analyses and programming in R and cpp. Author of packages 𝗯𝘀𝘃𝗮𝗿𝘀 and 𝗯𝘀𝘃𝗮𝗿𝗦𝗜𝗚𝗡𝘀
University of MelbourneNaarm
Pinned Repositories
bsvars
Bayesian Estimation of Structural Vector Autoregressive Models
bsvarSIGNs
Bayesian SVARs with Sign, Zero, and Narrative Restrictions
bsvarTVPs
Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Structural Matrix
Bayesian-Autoregressions
A collaborative repository highlighting Bayesian autoregressive analysis with extensions. It is prepared by the students of Macroeconometrics at the University of Melbourne.
Bayesian-Unobserved-Component-Models
We are presenting a Bayesian local-level model and its extensions
BayesianMS-VAR-GC
Bayesian Estimation of Markov-Switching VARs for Granger Causal Inference in R
mcxs-slides
Lecture slides for Macroeconometrics
SVAR-MSH-ID
R Code for Bayesian Inference for Structural Vector Autoregressions Identified with Markov-Switching Heteroskedasticity
TimeSeries
CRAN Task View: Time Series Analysis
forecasting-cash-rate.github.io
donotdespair's Repositories
donotdespair/mcxs-slides
Lecture slides for Macroeconometrics
donotdespair/Bayesian-Unobserved-Component-Models
We are presenting a Bayesian local-level model and its extensions
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.
donotdespair/TimeSeries
CRAN Task View: Time Series Analysis
donotdespair/Bayesian
CRAN Task View: Bayesian Inference
donotdespair/donotdespair
Tomasz' profile
donotdespair/naklejki
hexagonal stickers for my projects
donotdespair/2024-12-uek
prezentacja modeli i paczek na Uniwersytecie Ekonomicznym w Krakowie 2024-12-19
donotdespair/bsvarTVPs_res
Bayesian Structural Vector Autoregressions with Time-Varying Identification
donotdespair/EconometricsWorkshop
Econometrics Workshop at the Department of Economics of the University of Melbourne
donotdespair/mcxs-report
Yobin's mcxs repo
donotdespair/mcxs24-aw
Macroeconometrics research project
donotdespair/mcxs24-ben
Repo for the Research Project for ECOM90007 Macroeconometrics Semester 1 2024
donotdespair/mcxs24-carl
donotdespair/mcxs24-coraline
Repo
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.
donotdespair/mcxs24-jimmy
Repo of Macroeconometrics Research Project
donotdespair/mcxs24-nhu
donotdespair/mcxs24-pun
Repo for the research project for Macroeconometrics.
donotdespair/mcxs24-qq
donotdespair/mcxs24-rui
donotdespair/mcxs24-russ
repo for research project
donotdespair/mcxs24-yifang
testt
donotdespair/mcxs24-yufei
donotdespair/mcxs24-zheyuan
This is the research project for ECOM90007 Macroeconometrics
donotdespair/MXCS-SVAR
Hanwen's mcxs repo
donotdespair/mxcs24-stephan
donotdespair/presentation-template
a template repo for an online presentation prepared using Quarto
donotdespair/rcpp-monash
Advanced R Programming
donotdespair/scel
My Rcpp rewrite of the scel.R code by Art Owen https://artowen.su.domains/empirical/scel.R