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  1. ebci_matlab ebci_matlab Public

    Matlab code for robust empirical Bayes confidence intervals

    MATLAB 4 6

  2. svma_iv svma_iv Public

    Inference in SVMA models identified by external instruments/proxies

    MATLAB 10 11

  3. het_agents_bayes het_agents_bayes Public

    Estimation of heterogeneous agent models using both macro and micro data

    MATLAB 31 19

  4. jm4474/Lag-augmented_LocalProjections jm4474/Lag-augmented_LocalProjections Public

    Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.

    MATLAB 24 13

  5. dake-li/lp_var_simul dake-li/lp_var_simul Public

    Simulation study of Local Projections, VARs, and related estimators

    MATLAB 28 22

  6. stderr_calibration_python stderr_calibration_python Public

    Standard errors for moment matching estimators given limited knowledge about the moment variance-covariance matrix

    Python 3 4