Pinned Repositories
lpirfs
varexternalinstrument
R library that implements the high-frequency identification method from Gertler Karadi (and others) for the R vars package
Local-Projections-using-R
Local Projections (JordĂ 2005, AER) are a convenient and flexible way to estimate dynamic, causal effects of a policy of interest several time periods after it comes into effect.
pyextremes
Extreme Value Analysis (EVA) in Python
Climate-Analysis
External_Instrument_VAR_Model
Following the Gertler-Karadi Proxy SVAR model
website
This repository hosts the source code for the website tidy-finance.org
mandarpriya's Repositories
mandarpriya/Climate_Droughts
mandarpriya/External_Instrument_VAR_Model
Following the Gertler-Karadi Proxy SVAR model