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basic-dsge

Modelos RBC y NK en Dynare

compeconworkshop_2017

data-science-and-machine-learning-applied-to-financial-markets

Working space

dsge_mod

A collection of Dynare models

dynamic-response-to-a-monetary-without-liquidity-effect-shock

The code depicts the responses of inflation, output, real and nominal interest-rate given a simple New Keynesian model with sticky prices and an exogenous growth rate of money supply setting as a monetary policy shock, base on Galí, Jordi (2003).

fan-chart

Fan Chart for Economic Uncertainty

finance-volatility-surface-and-machine-learning

forecast-and-assessment-of-general-inflation-

This code mainly computes the forecast of headline inflation using different aproaches. Likewise presents the forecast evaluation for each model along different points in a span period.

forecasting-the-yield-curve

The aim of this code is to show the preliminary results of the forecast for the term structure (with different maturities) of the Mexican government bonds using different types of models.

global-oil-market

This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," American Economic Review, vol. 99(3), pages 1053-1069, June. Specifically: Cholesky Decomposition, Structural Impulse Response, Historical Evolution of the Structural Shock, Historical Decompositio of the Structural Shocks and the Forecast Error Variance Decomposition

matlab.jl

Calling MATLAB in Julia through MATLAB Engine

multy-country-exchange-rate-

The main aim of this code is to measure the co-movements along 9 different currencies.

quantecon-notebooks-python

A Repository of Notebooks for the Python Lecture Site

replication-hasenzagl-et-al-2020

Replication code for "A Model of the Fed's View on Inflation".

rstarbrookings2017

Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andrea Tambalotti, presented at Brookings in March 2017

seasonal-adjustment

This are the main routines to reproduce the figures of seasonal adjustment GDP of Mexico according with the models of the National Statistics Bureau.

svar-analysis-with-different-identifications

text-analysis

time-series

volatility_models_btc_usd

wom26.github.io

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