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gdsge.github.io

gen_affine

Code for risk-adjusted linearizations from Lopez, Lopez-Salido, and Vazquez-Grande "Entropy-based approximations of DSGE models: A unified theory of risk-adjusted linearizations"

gertlerkaradi2011

gertlerkiyotaki2015

gertlerkiyotaki2015-1

Solution to model of Gertler and Kiyotaki (AER, 2015)

getastockfactors

获取经典的量化多因子模型数据

getfreddata-matlab

Matlab functions for directly importing data from FRED (Federal Reserve Economic Database)

getimfdata-matlab

Matlab functions for directly importing data from IMF (International Monetary Fund)

ghk

GHK paper in IER

ginicoeff

Matlab function that calculates the Gini coefficient

gk

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

global_solution_methods_rochester

global_solution_yale19

globalmulticountrymodel

Global Multi-country model for the Euro Area: DE, ES, FR, IT, Rest of the EA/World.

gmm_template

A (fairly) general template for doing GMM estimation in Matlab, prepared for Wayne Ferson's empirical asset pricing course at USC Marshall.

gmmindirectinferencebootstrap

Course on GMM, Indirect Inference and Bootstrap for Economists (graduate level)

gmmsmm

GMM Tool kit + SMM Example

gmmtbx

An updated version of Kostas N. Kyriakoulis's GMM Toolbox for MATLAB

gnar_code

Code for the GNAR model (by Xuening Zhu).

goldman-sachs-quantitative-strategies-research-notes

Goldman Sachs - Quantitative Strategies Research Notes

golosov-sargent-bgp

This repository stores the code for the Golosov-Sargent-BGP problem

google-for-matlab

Access Google from MATLAB Command Window

gramm

Gramm is a complete data visualization toolbox for Matlab. It provides an easy to use and high-level interface to produce publication-quality plots of complex data with varied statistical visualizations. Gramm is inspired by R's ggplot2 library.

graphblas

SuiteSparse:GraphBLAS: graph algorithms in the language of linear algebra. To use the production version, be sure to use the (default) STABLE branch. Code development is on the (non-default) MASTER branch. See also the tagged releases. For a short video intro, see https://youtu.be/Tj5y6d7FegI

graphsdata

group-local-projection

The replication data and files for “Group Local Projection”

growth-at-risk

growth-at-risk-connectedness-a-networks-approach

We investigate the connectedness of GDP growth risk over 12 OECD member countries. Understanding the Growth-at-Risk of GDP has been a popular area of discussion in recent years. Even more recently, it has been increasingly imperative to acknowledge GDP downside risk from the lower quantiles of its conditional distribution. Utilizing methods introduced by Adrian, Boyarchenko, and Giannone (2019), we observe the quantile dynamics of these 12 OECD member countries with respect to the vulnerability of GDP growth as a function of relative financial and economic conditions. Further, utilizing network estimation methods from Diebold and Yilmaz (2014), we find that network connectedness is stronger and more volatile at the 5th quantile compared to that at the 50th quantile, and that 5th quantile connectedness increases during the Financial Crisis of 2008. Finally, we decompose the country pairwise connectedness into explanatory channels, and find that along with trade and domestic financial conditions, foreign financial conditions are important in explaining the connectedness between two countries.

gsc

Generalized synthetic control code