prithachaudhuri Goto Github PK

ames-house-price

dsge-bayesian

Bayesian estimation methods for a dynamic stochastic general equilibrium (DSGE) model.

fomc-nlp

Create an unconventional monetary policy index using Natural Language Processing on FOMC meeting minutes. Use this measure as an instrument in a FAVAR framework to study the stimulating effects of Federal Reserve's unconventional monetary policy on the economy.

forecasting-m5competition

Forecasting 28 day sales for 30490 items sold at Walmart using time series methods, LightGBM and simple LSTM.

macro-forecasting

Forecasting with AR models and machine learning features, using FRED-MD dataset.

mpshocks

Using Romer and Romer (2004) monetary policy shocks I study the effects of monetary policy shocks on different demographic groups in the labor market.

nairu-pc

The Phillips Curve shows an inverse relationship between unemployment rate and inflation. Using time series regressions I test this relation for the U.S. economy, both in the aggregate and disaggregate levels.

predict-future-sales

unobserved-components

Estimation of long-run trend for U.S. unemployment and unemployment gap using a Bayesian state-space model and Gibbs sampler algorithm.