impulse-response-function

Here are 3 public repositories matching this topic...

justinjjlee / classvar

Julia implementation of multi-variate time series models, family of VAR/VECM and estimations like impulse response function

statistics time-series julia julia-language impulse-response time-series-analysis vector-autoregression impulse-response-function

Updated Mar 28, 2024
Julia

monyakenes / VAR-model-construction

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This code lets you conduct the following commands: VAR model creation, simplification, checking, prediction, Impulse Response Function, Granger Causality.

var granger-causality impulse-response-function

Updated Mar 20, 2021
R

jdgiddens / thesis

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Master's Thesis - A Replication of Metcalf and Stock (2020): The Macroeconomic Impact of Carbon Taxes

gdp carbon-emissions carbon-tax local-projection impulse-response-function

Updated Sep 30, 2021
R

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