Prof. Dr. at Istanbul University
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The codes replicate the "Assessing the impacts of financial stress index of developed countries on the exchange market pressure index of emerging countries"
MATLAB UpdatedAug 1, 2024 -
lp_var_simul Public
Forked from dake-li/lp_var_simulSimulation study of Local Projections, VARs, and related estimators
MATLAB MIT License UpdatedJul 31, 2024 -
bsvars Public
Forked from bsvars/bsvarsBayesian Estimation of Structural Vector Autoregressive Models
R Other UpdatedJul 26, 2024 -
tvp-qr Public
Forked from mpfarrho/tvp-qrTVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regressions"
R UpdatedJul 18, 2022