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structest_w19

MACS 40200 (Winter 2019): Structural Estimation

stsvar

Structural Vector Autoregression with Smoth Transition in Variances

svar

MATLAB code for quick n dirty structural VAR modelling to check impulse response functions

svar-bias

MATLAB Programs for "Bootstrapping Structural VARs: Avoiding a Potential Bias in Confidence Intervals for Impulse Response Functions"

svar-iv

Replicator the results of papers using SVAR-IV

svar_toolbox_matlab

Matlab toolbox for estimating Bayesian Structural Vector Autoregression models identified with sign and zero restrictions

svar_tools

SVAR toolbox for bayesian VAR estimation and a range of identification methods

svarblockmc.py

A code library for doing exact Bayesian inference on structural VAR using the block Monte Carlo method of Zha (1999).

svariv

This repository contains a Matlab suite to construct weak-instrument robust confidence intervals for impulse response coefficients in Structural Vector Autoregressions identified with an external instrument. See "Inference in Structural Vector Autoregressions identified by an external instrument" by J.L Montiel Olea, J. H. Stock, and M. W. Watson (2018) .

svarivcomplete

SVARIV repository with additional scripts and functions not used in paper

svars-intro

Introduction to Structural VAR models

svma_iv

Inference in SVMA models identified by external instruments/proxies

swiid

Standardized World Income Inequality Database

switch-ssm

Markov-Switching State-Space Models

symmys

A. Meucci code from bootcamp and book

ta_macroeconomicsiii

Chunks for Macroeconomics III course

taro.jl

Read and write Excel, Word and PDF documents in Julia

tax-progressivity-construction

tempered-particle-filter

Replication of Tempered Particle Filtering, Herbst & Schorfheide, Journal of Econometrics, Forthcoming

tempered_pf

Companion code for the paper "Tempered Particle Filtering"

template-for-overleaf

A LaTeX Template for Economics Papers

template-referee-response

a template referee response

templates

Templates of all kind

tensor

tensor toolbox for Matlab

tensor-mortality-prediction

Multi-population Mortality Forecasting using Tensor Decomposition (Matlab Code)

tensor-visual-package

tensor_lottery

Computing Lottery Programs: tensor vectorization with conversion of non-convex non-linear optimization problems into a superset of linear programming convex problems based on Alex Karaivanov implementation of Prescott-Townsend lotteries for mechanism design in information constrained problems

tensorlayer

Deep Learning and Reinforcement Learning Library for Scientists and Engineers

tex4econ

Latex code examples (reference, equations, tikz, etc.) for research papers

text-as-data-class-spring2021

Lectures and "flipped session" materials from my NYU DS "Text as Data" course, spring 2021