This is a PhD course on financial frictions in macroeconomic models. This repository includes all the materials taught and is constantly updated

Monetary Policy Transmission in Mexico

Bayesian Estimation of a TVP-VAR Model

Introduction to Econometrics, 2018 Fall

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

Introduction to Econometrics at the University of Oregon (EC421) during Winter quarter, 2019. Taught by Edward Rubin

This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their doctoral education. Edits, comments, and suggestions are welc…

A simple python package for VAR models.

Tricks and tips to programming with MATLAB

Dynare Summer School 2018 material

Barcelona GSE Macroeconometrics Summer School 2018 course

Barcelona GSE Macroeconometrics Summer School 2018 courses

Barcelona GSE Macroeconometrics Summer School 2018 course

FDPE Field course in fall 2018

Event Study Data for Unconventional Monetary Policy Shocks

Solution to model of Gertler and Kiyotaki (AER, 2015)

Source files for Statistical Thinking For the 21st Century

Python modules and IPython Notebooks, for the book "Introduction to Statistics With Python"

Examples for Econ 712, Fall 2013

ECON2125/8013 course files

Course on Macroeconometrics (graduate level)

Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.

Replication materials for "Innovation, Productivity, and Monetary Policy" by Moran and Queralto (2018)

Syllabus for CompEcon Course

The Julia Programming Language

Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.

Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.