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1. quantileproj quantileproj Public

   Quantile Local Projections

   Jupyter Notebook 12 4

2. cqsampling cqsampling Public

   Sampling from a set of conditional quantiles via inverse transform sampling, with quantiles uncrossing correction

   Python 1

3. gar gar Public

   Conditional Density Projection via Quantile Regressions, Resampling and Multifit Models

   Python 7 7

4. varfxi varfxi Public

   Model and replications scripts for the 2020 IMF Working Paper "Foreign Exchange Interventions Rules for Central Banks: A Risk-Based Framework"

   Jupyter Notebook 8 2

5. densproj densproj Public

   Project densities via quantile coefficients, using matrix projections and resampling (useful in recursive system). For local projections, please use https://github.com/romainlafarguette/quantile-lo…

   Python 2 1

6. plswrapper plswrapper Public

   Python wrapper to run projection on latent structures, also called partial least squares

   Python 1 1