A best-efforts collection of open-sourced macroeconomic models run by central banks and other official sector agencies (ie, ministries of economy)
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Apr 11, 2024
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monetary-policy
Here are 40 public repositories matching this topic...
Korean NLP Python Library for Economic Analysis
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Dec 22, 2024 - Python
Portal for the course "Economic Slack" [ECON 221B] at UCSC in Winter 2024
macroeconomics unemployment monetary-policy business-cycles fiscal-policy matching-model economic-slack course-portal idle-capacity
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Dec 11, 2024
Extracting the "dot plot" economic projections posted online by the Federal Open Market Committee
python scraper news journalism data-journalism web-scraping federal-reserve economic-data macroeconomics monetary-policy fomc
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Dec 24, 2024 - Python
a series of runtime upgrade proposals for Polkadot's monetary policy
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Sep 27, 2019 - Rust
Phase diagrams from the paper "Resolving New Keynesian Anomalies with Wealth in the Utility Function"
keynote dynamical-systems differential-equations phase-diagrams monetary-policy paper-with-code fiscal-policy zero-lower-bound new-keynesian-model wealth-in-the-utility
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Apr 12, 2024
TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy"
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Apr 17, 2021 - R
Cálculo da taxa de juros real da economia brasileira
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Jan 3, 2021 - R
Code and data for the paper "u* = √uv: The Full-Employment Rate of Unemployment in the United States"
matlab unemployment monetary-policy business-cycles paper-with-code job-vacancies beveridge-curve unemployment-gap full-employment feru
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Oct 20, 2024 - MATLAB
Macroeconomic dynamics and reallocation in an epidemic
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Oct 4, 2021 - MATLAB
Replication files for ‘Cost of Holding Foreign Exchange Reserves’
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Oct 14, 2020 - R
Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”
r volatility asset-pricing macroeconomics vector-autoregression monetary-policy heteroskedasticity fci svar r-lang growth-at-risk macroeconomic-model price-of-risk consumption-based-asset-pricing vfci v-fci financial-conditions financial-conditions-index macro-finance
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Sep 9, 2024 - R
Sustainable International Monetary Policy Cooperation
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Sep 26, 2019 - Roff
Дэшборд с интерактивными графиками, описывающими динамику основных показателей монетарной политики России (R, RMarkdown, HTML)
r dashboard rstudio plotly plot rmarkdown economics russian monetary economic-data plotting-in-r russian-language monetary-policy monetary-economics
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Jun 25, 2022 - HTML
Simulating monetary policy rules in the presence of a zero lower bound.
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Jun 29, 2021 - MATLAB
Simulate the current monetary system in modern economies (fractional reserve system) via a macroeconomic agent-based model in ML3 with SESSL
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Aug 25, 2022 - R
Applying Text Mining algorithms to determine the sentiment in the minutes of Banco de México's monetary policy meetings.
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Jul 27, 2021 - R
Paper and source codes for Uncovering the Hit List for Small Inflation Targeters
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Aug 10, 2018 - MATLAB
-A Replication, Abstract: The paper Stock Returns over the FOMC Cycle (Cieslak et al., 2019) finds a pattern in financial markets that suggests that stock market excess returns in the last 23 years were entirely earned in even weeks (0, 2, 4, and 6) starting from the last FOMC meeting.
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Dec 11, 2023 - TeX
"Global Real Interest Rate Dynamics and Monetary Policy Announcements"
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Sep 29, 2024 - Python
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