Prof. Dr. at Istanbul University
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-Quantile-regression-and-nonlinear-vector-autoregression-VAR-model-
-Quantile-regression-and-nonlinear-vector-autoregression-VAR-model- PublicThe codes replicate the "Assessing the impacts of financial stress index of developed countries on the exchange market pressure index of emerging countries"
MATLAB
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bsvars
bsvars PublicForked from bsvars/bsvars
Bayesian Estimation of Structural Vector Autoregressive Models
R
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lp_var_simul
lp_var_simul PublicForked from dake-li/lp_var_simul
Simulation study of Local Projections, VARs, and related estimators
MATLAB
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tvp-qr
tvp-qr PublicForked from mpfarrho/tvp-qr
TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regressions"
R
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