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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"
Solution to model of Gertler and Kiyotaki (AER, 2015)
获取经典的量化多因子模型数据
Matlab functions for directly importing data from FRED (Federal Reserve Economic Database)
Matlab functions for directly importing data from IMF (International Monetary Fund)
GHK paper in IER
Matlab function that calculates the Gini coefficient
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 Multi-country model for the Euro Area: DE, ES, FR, IT, Rest of the EA/World.
A (fairly) general template for doing GMM estimation in Matlab, prepared for Wayne Ferson's empirical asset pricing course at USC Marshall.
Course on GMM, Indirect Inference and Bootstrap for Economists (graduate level)
GMM Tool kit + SMM Example
An updated version of Kostas N. Kyriakoulis's GMM Toolbox for MATLAB
Code for the GNAR model (by Xuening Zhu).
Goldman Sachs - Quantitative Strategies Research Notes
This repository stores the code for the Golosov-Sargent-BGP problem
Access Google from MATLAB Command Window
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.
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
The replication data and files for “Group Local Projection”
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.
Generalized synthetic control code
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.