nscholtes
PhD Candidate in Economics working on issues at the intersection of financial stability, interbank networks as well as monetary and macroprudential policy.
Brussels
Pinned Repositories
quarantine
Cascading-defaults--regressions
Empirical Analysis of output from Cascading-defaults MATLAB code
Confidence-Crises
MATLAB Code for "A crisis of confidence: The counterparty-liquidity risk nexus in an agent-based network model of the interbank market" by N.K. Scholtes (2017)
Default-Cascades
Cascading defaults model
NDSGE
Dynare/Matlab code for "Assessing the role of interbank network structure in business and financial cycle analysis", Gnabo, J-Y and Scholtes, N.K., NBB Working Paper Research No. 307 (2016)
nscholtes.github.io
Code for my website
TiKZ-figures
Variety of figures using the TikZ package
nscholtes's Repositories
nscholtes/Confidence-Crises
MATLAB Code for "A crisis of confidence: The counterparty-liquidity risk nexus in an agent-based network model of the interbank market" by N.K. Scholtes (2017)
nscholtes/NDSGE
Dynare/Matlab code for "Assessing the role of interbank network structure in business and financial cycle analysis", Gnabo, J-Y and Scholtes, N.K., NBB Working Paper Research No. 307 (2016)
nscholtes/Default-Cascades
Cascading defaults model
nscholtes/Cascading-defaults--regressions
Empirical Analysis of output from Cascading-defaults MATLAB code
nscholtes/nscholtes.github.io
Code for my website
nscholtes/TiKZ-figures
Variety of figures using the TikZ package