Name: Giorgi Nikolaishvili
Type: User
Company: Wake Forest University
Bio: Assistant Professor of Economics @ WFU.
Field(s): Macro and financial econometrics (mostly using Julia and R)
Location: Winston-Salem, NC
Blog: giorginikolaishvili.com
Giorgi Nikolaishvili's Projects
Produce "Daily Economic Data Report" using FRED data. Automatically updates webpage daily.
Julia package for simulating and estimating multi-level/hierarchical dynamic factor models (HDFMs).
Source files for "Lectures in Quantitative Economics" -- Julia version
Source code for the Library of Statistical Techniques
Macros and functions to work with DSGE models.
Test package.
Julia package for estimating pass-through impulse response functions (PTIRFs).
Julia implementation of QuantEcon routines
Code for detecting unseen attacks
Replication of News Shocks under Financial Frictions by Christoph Görtz, John D. Tsoukalas, Francesco Zanetti.
UO Spring 2021 PhD Core Macroeconomics III Lab Materials.
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
Replications of macroeconomic models of unemployment in Julia.
Multivariate Time Series Models: VAR, SVAR and SVEC
Vector autoregressive model in Julia
Julia Project website