This repository is part of my undergraduate thesis. It collects multi-language implementations of Time-Varying Parameter Vector Autoregression (TVP-VAR) models and their variants across MATLAB, R, ...
Thomas J Catalano is a CFP and Registered Investment Adviser with the state of South Carolina, where he launched his own financial advisory firm in 2018. Thomas' experience gives him expertise in a ...
Try out the examples in the examples folder using the binder service. The package can also be installed on Google Colab using the commands: The easiest way to get started with the Control Systems ...
What should applied macroeconomists know about local projection (LP) and vector autoregression (VAR) impulse response estimators? The two methods share the same estimand, but in finite samples lie on ...
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