Vector autoregressive model in Julia
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Jun 22, 2022 - Julia
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local-projection
Here are 10 public repositories matching this topic...
State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and forecast error variance decomposition.
r time-series impulse-response econometrics forecasting macroeconomics vector-autoregression local-projection state-dependent
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Nov 7, 2022 - R
julia implementation of Smooth Local Projections (SLP)
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Nov 24, 2025 - Julia
Causal weights for macroeconomic shocks
impulse-response causal-inference vector-autoregression local-projection treatment-effect-estimation
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Jul 16, 2025 - Stata
Estimate impulse response functions using local projections.
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Aug 19, 2022 - Jupyter Notebook
R & STATA code for (1) PPML gravity model (IV generation), (2) panel fixed effect regression (1st stage regression), and (3) local projection method
regression impulse-response econometrics panel-data international-trade local-projection gravity-model 2sls instrument-variable
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Sep 30, 2025 - R
Quantile Local Projections linking DeFi liquidation shocks to ETH tail risk. Empirical evidence for endogenous market fragility (2021-2025)
crypto research replication ethereum cryptocurrency research-project empirical leverage quantile-regression empirical-research local-projection defi empirical-finance tail-risk reasearch-papers liquidations tail-risk-dynamics crypto-finance leverage-cycle
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Mar 30, 2026 - Jupyter Notebook
R & STATA code for (1) panel fixed effect regression (1st stage regression), and (2) local projection method
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Sep 30, 2025 - R
Master's Thesis - A Replication of Metcalf and Stock (2020): The Macroeconomic Impact of Carbon Taxes
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Sep 30, 2021 - R
Causal inference tools for panel data
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Jul 22, 2025 - Jupyter Notebook
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