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fpca

fpca_electricity

fractional-kalman-filter

code: fractional Kalman filter algorithm

frbny-iris

Replication of FRBNY DSGE model in IRIS

frequencyconnectedness

Spectral decomposition of spillover measures

frm

FRM_codes

fulton_statsmodels_2017

State Space Estimation of Time Series Models in Python: Statsmodels

fx_forecasting_model

Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"

gabaix-seminar-paper

garch-smc

Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo

gas

GAS models

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"

generalizedtreatmenteffecttoolbox

The Generalized Treatment Effect Toolbox(GTET) is an on going effort to facilitate program evaluation in Python environment.

gensys.jl

A Julia version of Gensys (Sims 2000)

gertlerkiyotaki2015

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

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)

gets

General to Specific Modelling using Stata: code and paper

ggplot2-china-map

Use ggplot2 to plot China map, and provide a JSON file of coordinates of major Chinese cities

ghk

GHK paper in IER

gk

gkk_wealth_tax

Code for the wealth taxation model by Guvenen, Kuruscu and Kambourov.

global-shocks

Code and data for Ferreira & Valerio (2019) paper "Global shocks and emerging countries: disentangling the commodity roller coaster"

global_solution_methods_rochester

globalization

The Globalization Risk Premium: Returns of Firms Exposed to Import Competition

glp

The replication data and files for “Group Local Projection”

gmm-lasso

The scripts for simulation results in "Estimation of Sparse Structural Parameters with Many Endogenous Variables" (2016), Econometric Reviews.

gmm_template

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

gmmsmm

GMM Tool kit + SMM Example

gmmtbx

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