monetary-policy
There are 40 repositories under monetary-policy topic.
dkgaraujo/OpenSourcedMacroModels
A best-efforts collection of open-sourced macroeconomic models run by central banks and other official sector agencies (ie, ministries of economy)
entelecheia/eKoNLPy
Korean NLP Python Library for Economic Analysis
pmichaillat/economic-slack
Portal for the course "Economic Slack" [ECON 221B] at UCSC in Winter 2024
palewire/fed-dot-plot-scraper
Extracting the "dot plot" economic projections posted online by the Federal Open Market Committee
sunshine-protocol/monetary-futarchy
a series of runtime upgrade proposals for Polkadot's monetary policy
mpfarrho/tvp-network-panel
TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy"
pmichaillat/wunk
Phase diagrams from the paper "Resolving New Keynesian Anomalies with Wealth in the Utility Function"
schoulten/juro-real
Cálculo da taxa de juros real da economia brasileira
pmichaillat/feru
Code and data for the paper "u* = √uv: The Full-Employment Rate of Unemployment in the United States"
tjxie/KUX_PandemicMacro
Macroeconomic dynamics and reallocation in an epidemic
jfgomezok/cost-holding-fx-reserves
Replication files for ‘Cost of Holding Foreign Exchange Reserves’
VFCI/vfci
Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”
MCHatcher/Monetary_policy_rules_ZLB
Simulating monetary policy rules in the presence of a zero lower bound.
MikhailovDaniil/monetaryPlots
Дэшборд с интерактивными графиками, описывающими динамику основных показателей монетарной политики России (R, RMarkdown, HTML)
phantomachine/OSIMP
Sustainable International Monetary Policy Cooperation
fhaegner/Mak-h-ro
Simulate the current monetary system in modern economies (fractional reserve system) via a macroeconomic agent-based model in ML3 with SESSL
GuARob/BanxicoSentiment
Applying Text Mining algorithms to determine the sentiment in the minutes of Banco de México's monetary policy meetings.
phantomachine/SOECB-MARKOV
Paper and source codes for Uncovering the Hit List for Small Inflation Targeters
felix-reichel/stock-returns-over-the-fomc-cycle-revisited
-A Replication, Abstract: The paper Stock Returns over the FOMC Cycle (Cieslak et al., 2019) finds a pattern in financial markets that suggests that stock market excess returns in the last 23 years were entirely earned in even weeks (0, 2, 4, and 6) starting from the last FOMC meeting.
Gitkandar/bcra_balance
Proceso de extracción y tratamiento de datos de la hoja semanal del balance del Banco Central de la República Argentina (BCRA).
jack-madison/Optimal-Monetary-Policy
This repository contains MATLAB code for simulating the central bank's response to either an inflation or demand shock under discretionary policy, commitment policy, or an ad-hoc Taylor rule. I also conduct each simulation under rational and naïve expectations.
peterhorvath97/cee_inf_monpol_war
Book chapter: Central and Eastern European Economies after the Ukrainian War — Between a Rock and a Hard Place: Chapter 5. Inflation Shock and Monetary Policy
pmichaillat/business-cycles
Source files of the minicourse "Business Cycles and How to Tame Them"
pmichaillat/economical-model
AD-AS diagrams from the paper "An Economical Business-Cycle Model"
yildirimalper/yildirim-masters-thesis
"Global Real Interest Rate Dynamics and Monetary Policy Announcements"
cairebarletta/taxa_de_juros
Trabalho feito para matéria de Economia Monetária no curso de Ciências Econômicas da Universidade do Estado de Santa Catarina (UDESC), utilizando R, Markdown e LaTeX.
iskakovs/TS_BTC
Project aimed at using time series analysis tools for BTC~gold price relation analysis
pavelsolis/FXpuzzle
Replication codes for the paper.
peterhorvath97/expectations_nlp
Research project: Measuring inflation uncertainty
peterhorvath97/housing_tvar
Research project: Could Interest Rate Hikes Burst The Housing Bubble?
peterhorvath97/uncertainty_transmission_us
Research project: The Impact of Uncertainty on Monetary Transmission - Evidence from the US
pranandita/SriLanka_Inflation
Time-series analysis of inflation during the Sri Lankan financial crisis
anakov/Monetary-Effects-on-Oil-Prices
Monetary effects on nominal oil prices (NAJEF, 2009)
anakov/Optimal-Monetary-Policy-with-SDP
Optimal monetary policy with state-dependent pricing (IJCB, 2014)
borisjoffe/FOMC-dates.js
Output Federal Reserve FOMC Meeting Dates in a plain text ISO date format for further use elsewhere