Replication codes for the paper.
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Updated
Mar 6, 2023 - Stata
Replication codes for the paper.
Data release of "Relief and Stimulus in A Cross-sector Multi-product Scarce Resource Supply Chain Network".
Optimal monetary policy with state-dependent pricing (IJCB, 2014)
Output Federal Reserve FOMC Meeting Dates in a plain text ISO date format for further use elsewhere
I am currently working on the small scale New Keynesian models and using DYNARE to solved for different shock responses of the variables in the model.
Anatomizing Incomplete-markets Small Open Economies
Monetary effects on nominal oil prices (NAJEF, 2009)
Project aimed at using time series analysis tools for BTC~gold price relation analysis
"Global Real Interest Rate Dynamics and Monetary Policy Announcements"
Research project: The Impact of Uncertainty on Monetary Transmission - Evidence from the US
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.
Rutinas en R de la tesis doctoral de Eduardo Ariel Corso
Simulate the current monetary system in modern economies (fractional reserve system) via a macroeconomic agent-based model in ML3 with SESSL
Research project: Could Interest Rate Hikes Burst The Housing Bubble?
Research project: Measuring inflation uncertainty
-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.
Book chapter: Central and Eastern European Economies after the Ukrainian War — Between a Rock and a Hard Place: Chapter 5. Inflation Shock and Monetary Policy
This repository contains MATLAB code for simulating the central bank's response to either an inflation or demand shock under discretionary policy, commitment policy, or an ad-hoc Taylor rule. I also conduct each simulation under rational and naïve expectations.
Source files of the minicourse "Business Cycles and How to Tame Them"
Applying Text Mining algorithms to determine the sentiment in the minutes of Banco de México's monetary policy meetings.
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