vcurdia Goto Github PK
Name: Vasco Cúrdia
Type: User
Location: San Francisco
Blog: http://www.frbsf.org/economic-research/economists/vasco-curdia/
Name: Vasco Cúrdia
Type: User
Location: San Francisco
Blog: http://www.frbsf.org/economic-research/economists/vasco-curdia/
LQ is a package of codes to generate a quadratic approximation to the welfare function and solve for the correct first order approximation solution to the optimal policy problem. It also checks the second order conditions.
Replication codes for Chen, H., Cúrdia, V., and Ferrero, A. (2012) ``The Macroeconomic Effects of Large-Scale Asset Purchase Programs.'' The Economic Journal, 122, pp. 289-315.
Replication codes for Cúrdia, V., Ferrero, A., Ng, G. C., and Tambalotti, A. (2015). "Has U.S. monetary policy tracked the efficient interest rate?" Journal of Monetary Economics, 70, pp. 72-83.
Replication codes for Cúrdia, V., and M. Woodford (2010). "Credit Spreads and Monetary Policy," Journal of Money, Credit and Banking, 42 (s1), pp. 3-35.
Replication codes for Cúrdia, V., and M. Woodford (2011). "The Central-Bank Balance Sheet as an Instrument of Monetary Policy." Journal of Monetary Economics, 58(1), pp. 54-79.
Replication codes for Cúrdia, V. and Woodford, M. (2016). "Credit Frictions and Optimal Monetary Policy." Journal of Monetary Economics, 84, pp. 30-65.
A high-performance data index and query language over Markdown files, for https://obsidian.md/.
Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.
Miscellaneous Matlab (R) tools
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Open source projects and samples from Microsoft.
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Data-Driven Documents codes.
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