mikkelpm

mikkelpm's Stars

• uo-ec607/lectures

  Lecture notes for EC 607

  Language:HTML1.5k887608

• FRBNY-DSGE/DSGE.jl

  Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)

  Language:Julia8646050225

• shade-econ/sequence-jacobian

  A unified framework to solve and analyze heterogeneous-agent macro models.

  Language:Jupyter Notebook2422724144

• shade-econ/nber-workshop-2022

  Code for the Spring 2022 heterogeneous-agent macro workshop

  Language:Jupyter Notebook968167

• brian-lau/MatlabStan

  Matlab interface to Stan, a package for Bayesian inference

  Language:MATLAB79185947

• mikkelpm/het_agents_bayes

  Estimation of heterogeneous agent models using both macro and micro data

  Language:MATLAB323019

• dake-li/lp_var_simul

  Simulation study of Local Projections, VARs, and related estimators

  Language:MATLAB2951125

• jm4474/Lag-augmented_LocalProjections

  Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.

  Language:MATLAB245013

• jm4474/Confidence_Bands

  This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment described in the paper "Simultaneous Confidence Bands: Theory, Implementation, and an Application to SVARs", by Jose Luis Montiel Olea and Mikkel Plagborg-Møller; Journal of Applied Econometrics, 2018.

  Language:MATLAB133010

• mikkelpm/svma_iv

  Inference in SVMA models identified by external instruments/proxies

  Language:MATLAB106111

• kolesarm/ebci

  Robust empirical Bayes confidence intervals

  Language:R9412

• ryanedmundkessler/suptCriticalValue

  R function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)

  Language:R95

• mikkelpm/stderr_calibration_matlab

  Standard errors for moment matching estimators given limited knowledge about the moment variance-covariance matrix

  Language:MATLAB6302

• jbduarte/svma_iv

  Inference in SVMA models identified by external instruments/proxies

  Language:MATLAB43

• kolesarm/ebciStata

  Robust empirical Bayes confidence intervals

  Language:Stata4301

• mikkelpm/ebci_matlab

  Matlab code for robust empirical Bayes confidence intervals

  Language:MATLAB4206

• mikkelpm/stderr_calibration_python

  Standard errors for moment matching estimators given limited knowledge about the moment variance-covariance matrix

  Language:Python4305

• eric-qian/higher_moments

  Application and simulation study of identification from non-Gaussianity.

  Language:MATLAB35