Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”
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Updated
Sep 9, 2024 - R
Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”
Time-series analysis of inflation during the Sri Lankan financial crisis
Proceso de extracción y tratamiento de datos de la hoja semanal del balance del Banco Central de la República Argentina (BCRA).
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Simulate the current monetary system in modern economies (fractional reserve system) via a macroeconomic agent-based model in ML3 with SESSL
Trabalho feito para matéria de Economia Monetária no curso de Ciências Econômicas da Universidade do Estado de Santa Catarina (UDESC), utilizando R, Markdown e LaTeX.
Applying Text Mining algorithms to determine the sentiment in the minutes of Banco de México's monetary policy meetings.
TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy"
Cálculo da taxa de juros real da economia brasileira
Replication files for ‘Cost of Holding Foreign Exchange Reserves’
Rutinas en R de la tesis doctoral de Eduardo Ariel Corso
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