tylerJPike

Economics PhD student at UMD

University of MarylandWashington DC

Pinned Repositories

BEAR-toolbox
The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and policy analysis.
Language:MATLAB0 0 00
BottomUpMacroIndicators
Replication files for "Bottom-Up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults Using Machine Learning" by Tyler Pike, Horacio Sapriza, and Tom Zimmermann.
Language:R1 1 02
BVAR_
Empirical macro toolbox
Language:MATLAB0 0 00
CanMachinesBeatTheAverage
Replication files for "Combining forecasts: Can machines beat the average?" by Tyler Pike and Francisco Vazquez-Grande.
Language:R1 2 02
DSGE.jl
Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
Language:Julia0 0 00
OOS
Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric and modern machine learning techniques.
Language:R8 1 22
sovereign
State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and forecast error variance decomposition.
Language:R10 1 64
tylerJPike
Personal repo
0 1 00
tylerJPike.github.io
Personal website
Language:HTML0 1 00
VAR-Toolbox
Ambrogio Cesa-Bianchi's VAR Toolbox
Language:MATLAB0 0 00

tylerJPike/sovereign
State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and forecast error variance decomposition.
Language:R10 1 64
tylerJPike/OOS
Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric and modern machine learning techniques.
Language:R8 1 22
tylerJPike/BottomUpMacroIndicators
Replication files for "Bottom-Up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults Using Machine Learning" by Tyler Pike, Horacio Sapriza, and Tom Zimmermann.
Language:R1 1 02
tylerJPike/CanMachinesBeatTheAverage
Replication files for "Combining forecasts: Can machines beat the average?" by Tyler Pike and Francisco Vazquez-Grande.
Language:R1 2 02
tylerJPike/BEAR-toolbox
The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and policy analysis.
Language:MATLAB0 0 00
tylerJPike/BVAR_
Empirical macro toolbox
Language:MATLAB0 0 00
tylerJPike/DSGE.jl
Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
Language:Julia0 0 00
tylerJPike/tylerJPike
Personal repo
0 1 00
tylerJPike/tylerJPike.github.io
Personal website
Language:HTML0 1 00
tylerJPike/VAR-Toolbox
Ambrogio Cesa-Bianchi's VAR Toolbox
Language:MATLAB0 0 00