Pinned Repositories
Automatic-unit-root-test-tables-EViews
Toolbox to automate unit root test tables in EViews.
Basic-DSGE
Modelos RBC y NK en Dynare
BK2019JMCB
Brault, J. and H. Khan (2019). "The real interest rate channel is structural in contemporary in New-Keynesian models". Journal of Money, Credit and Banking.
BrookingsPC2020
BVAR_
Empirical macro toolbox
bvar_om
bvar with om
bvartools
Functions for Bayesian inference of vector autoregressive models
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.
Courses-TimeSeries-Undergraduate
This course will provide a basic, yet rigorous, introduction to Time Series Econometrics. This course is intended for upper-level undergraduates and beginning M.A./M.S. students.
SVAR_toolbox_Matlab
Matlab toolbox for estimating Bayesian Structural Vector Autoregression models identified with sign and zero restrictions
zalnahedh's Repositories
zalnahedh/Courses-TimeSeries-Undergraduate
This course will provide a basic, yet rigorous, introduction to Time Series Econometrics. This course is intended for upper-level undergraduates and beginning M.A./M.S. students.
zalnahedh/SVAR_toolbox_Matlab
Matlab toolbox for estimating Bayesian Structural Vector Autoregression models identified with sign and zero restrictions
zalnahedh/Automatic-unit-root-test-tables-EViews
Toolbox to automate unit root test tables in EViews.
zalnahedh/Basic-DSGE
Modelos RBC y NK en Dynare
zalnahedh/BK2019JMCB
Brault, J. and H. Khan (2019). "The real interest rate channel is structural in contemporary in New-Keynesian models". Journal of Money, Credit and Banking.
zalnahedh/BrookingsPC2020
zalnahedh/BVAR_
Empirical macro toolbox
zalnahedh/bvar_om
bvar with om
zalnahedh/bvartools
Functions for Bayesian inference of vector autoregressive models
zalnahedh/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.
zalnahedh/Courses-IntroEconometrics-Ph.D
This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their doctoral education. Edits, comments, and suggestions are welcome.
zalnahedh/cs2005_pymc
zalnahedh/DSGE.jl
Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
zalnahedh/DSGE_mod
A collection of Dynare models
zalnahedh/econometric_theory_slides
Slides for A Primer in Econometric Theory
zalnahedh/Fruitful
Free WordPress theme
zalnahedh/getfreddata-matlab
Matlab functions for directly importing data from FRED (Federal Reserve Economic Database)
zalnahedh/Global-Oil-Market
This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," American Economic Review, vol. 99(3), pages 1053-1069, June. Specifically: Cholesky Decomposition, Structural Impulse Response, Historical Evolution of the Structural Shock, Historical Decompositio of the Structural Shocks and the Forecast Error Variance Decomposition
zalnahedh/macroeconometrics
Course on Macroeconometrics (graduate level)
zalnahedh/nasmes_2016_workshop
North American Summer Meeting of the Econometric Society 2016
zalnahedh/pricing_oil
Oil pricing in dynamic stochastic general equilibrium
zalnahedh/TVP_Julia