WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians
-
Updated
Dec 27, 2023 - Julia
WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians
Local projection methods for impulse response estimation
Julia implementation of multi-variate time series models, such as vector autoregressive (VAR) and vector error correction (VECM) models.
julia implementation of Smooth Local Projections (SLP)
Essential toolkits for working with autoregressive models
Add a description, image, and links to the impulse-response topic page so that developers can more easily learn about it.
To associate your repository with the impulse-response topic, visit your repo's landing page and select "manage topics."