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Aman's Projects

hpfilter_optimal_lambda icon hpfilter_optimal_lambda

Code for determining optimal value of lambda to be used in Hodrick Prescott filter using cross-validation method

leo_krippner_ssr icon leo_krippner_ssr

Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model

potential_output icon potential_output

Implementation of a finance-neutral output gap as explained in "Rethinking Potential Output" paper by Borio et al (2015)

pythonidae icon pythonidae

Curated decibans of scientific programming resources in Python.

william-laubach-r-star icon william-laubach-r-star

Output is currently not correct due to some Kalman filter issues in Python. Needs to be corrected.

wu_xia icon wu_xia

Replicates the script for generating the Wu Xia shadow rate term structure model in python

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