Pinned Repositories
bank-of-colombia-smc
dsge
simple dsge stuff in python
empirical-implications-of-zlb
Code for "The Empirical Implications of the Interest-Rate Lower Bound"
fortran-conda-recipes
fortress
Fortran tools for Bayesian estimation of time series models.
proxy-svar-smc
Replication code for "Monetary Policy, Credit Spreads, and Business Cycle Fluctuations"
pyvar
A simple python package for VAR models.
short-term-planning-replication
Replication material for the paper "Short-term Planning, Monetary Policy, and Macroeconomic Persistence"
smc-msvar
companion code
tempered_pf
Companion code for the paper "Tempered Particle Filtering"
eph's Repositories
eph/dsge
simple dsge stuff in python
eph/empirical-implications-of-zlb
Code for "The Empirical Implications of the Interest-Rate Lower Bound"
eph/tempered_pf
Companion code for the paper "Tempered Particle Filtering"
eph/proxy-svar-smc
Replication code for "Monetary Policy, Credit Spreads, and Business Cycle Fluctuations"
eph/pyvar
A simple python package for VAR models.
eph/short-term-planning-replication
Replication material for the paper "Short-term Planning, Monetary Policy, and Macroeconomic Persistence"
eph/fortress
Fortran tools for Bayesian estimation of time series models.
eph/DSGE.jl
Solve and estimate Dynamic Stochastic General Equilibrium models (including the FRBNY DSGE)
eph/particles
Sequential Monte Carlo in python
eph/zlb-in-julia
Implementation of AER in Julia
eph/fortran-conda-recipes
eph/Learning_algorithm
Develop code for solving NK model with learning about the policy rule
eph/partial_estimate
Python code with partial equilibrium model of investment.
eph/pymc3
Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano
eph/smc-msvar
companion code
eph/bank-of-colombia-smc
eph/binder-test
eph/bmlib
Bayesian Macroeconometrics C++ Library
eph/cdlatex
Fast input methods for LaTeX environments and math
eph/Dolo.jl
Economic modeling in Julia
eph/dsmh_npsol_package
dsmh that starts with npsol to find local maxima of a heated posterior function
eph/emacs-ipython-notebook
IPython notebook client in Emacs
eph/eph.github.io
personal website
eph/fhp-slides
eph/fortran-cpp-timing
eph/FRUITPy
Python interface for the FRUIT Fortran unit testing framework
eph/ob-ipython
org-babel integration with Jupyter for evaluation of (Python by default) code blocks
eph/statsmodels
Statsmodels: statistical modeling and econometrics in Python