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/SVAR-MSH-ID
R Code for Bayesian Inference for Structural Vector Autoregressions Identified with Markov-Switching Heteroskedasticity
donotdespair/mcxs-report-template
This is a template repository for the Research Report for Macroeconometrics.
donotdespair/BayesianECCCGARCH
Bayesian Estimation and Inference for the ECCC-GARCH Model in R
donotdespair/BayesianMS-VAR-GC
Bayesian Estimation of Markov-Switching VARs for Granger Causal Inference in R
donotdespair/exercises-in-macroeconometrics
Lecture notes for Macroeconometrics
donotdespair/mcxs-distributions
Useful distributions for Macroeconometrics
donotdespair/mcxs23-corwin
repo for Corwin's SVAR on effects of income shocks
donotdespair/mcxs23-filippo
I replicate Miranda-Agrippino & Rey (2020), Review of Economic Studies.
donotdespair/mcxs23-jonas
Research project in Macroeconometrics (ECOM90007)
donotdespair/mcxs23-mandy
Research Project BVARs
donotdespair/mcxs23-manting
Research project for Macroecnometrics
donotdespair/mcxs23-ray
donotdespair/mcxs23-slides
donotdespair/mcxs23-svars
Repo for the research project for Macroeconometrics.
donotdespair/mcxs23_victoria
donotdespair/nicetry
My first repo for an R project
donotdespair/rcpp-gallery
Source code for the Rcpp Gallery website