Local projection methods for impulse response estimation
-
Updated
Apr 26, 2024 - Julia
#
impulse-response
Here are 5 public repositories matching this topic...
WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians
julia estimation economics impulse-response dynamic-programming macroeconomics quantitative-economics
-
Updated
Dec 27, 2023 - Julia
julia implementation of Smooth Local Projections (SLP)
-
Updated
Jul 4, 2024 - Julia
Essential toolkits for working with autoregressive models
-
Updated
Apr 20, 2024 - Julia
Julia implementation of multi-variate time series models, family of VAR/VECM and estimations like impulse response function
statistics time-series julia julia-language impulse-response time-series-analysis vector-autoregression impulse-response-function
-
Updated
Mar 28, 2024 - Julia
Improve this page
Add a description, image, and links to the impulse-response topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the impulse-response topic, visit your repo's landing page and select "manage topics."