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EconMaett's Projects

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Using Julia for Introductory Econometrics

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Using Python for Introductory Econometrics

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Using R for Introductory Econometrics

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"Value at risk in different volatility regimes: Evidence from international assets"

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Bare bones VARMA estimation in R written for (1) speed & ease of estimation and (2) accepting missing values

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Files to build Vector Autoregression models (VARs)

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Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”

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Extension of the U.S. Weekly Economic Index (WEI)

workshop-f4sg-africa icon workshop-f4sg-africa

Slides, exercises and materials for the online 5 day forecasting for social good workshop

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Retrieve stock market data from the Yahoo Finance JSON API

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