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  1. -Quantile-regression-and-nonlinear-vector-autoregression-VAR-model- -Quantile-regression-and-nonlinear-vector-autoregression-VAR-model- Public

    The codes replicate the "Assessing the impacts of financial stress index of developed countries on the exchange market pressure index of emerging countries"

    MATLAB

  2. bsvars bsvars Public

    Forked from bsvars/bsvars

    Bayesian Estimation of Structural Vector Autoregressive Models

    R

  3. lp_var_simul lp_var_simul Public

    Forked from dake-li/lp_var_simul

    Simulation study of Local Projections, VARs, and related estimators

    MATLAB

  4. tvp-qr tvp-qr Public

    Forked 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