Popular repositories

1. vfci vfci Public

   Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”

   R 4 3

2. fevdid fevdid Public

   R Package to identify structural VAR shocks using maximization of explained forecast error variances. Implemented to target either the time domain or frequency domain.

   R 2 1

3. macro_dynamics macro_dynamics Public

   R 1 1

4. vfciBusinessCycles vfciBusinessCycles Public

   Research project exploring the relationship between financial conditions and business cycles.

   HTML 1 1

5. bsvars bsvars Public

   Forked from bsvars/bsvars

   Bayesian Estimation of Structural Vector Autoregressive Models

   C++

6. bsvarTVPs bsvarTVPs Public

   Forked from bsvars/bsvarTVPs

   Bayesian estimation of heteroskedastic Structural Vector Autoregressions with Markov-switching structural matrix

   C++