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Graeme Walsh
@xprimexinverse
DianaLJM
@DianaLJM
Michal Kinel
@michal0091
Justin M. Shea
@JustinMShea
Antoine Godin
@antoinegodin
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This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," American Economic Review, vol. 99(3), pages 1053-1069, June. Specifically: Cholesky Decomposition, Structural Impulse Response, Historical Evolution of the Structural Shock, Historical Decompositio of the Structural Shocks and the Forecast Error Variance Decomposition
This code mainly computes the forecast of headline inflation using different aproaches. Likewise presents the forecast evaluation for each model along different points in a span period.
The aim of this code is to show the preliminary results of the forecast for the term structure (with different maturities) of the Mexican government bonds using different types of models.
The code depicts the responses of inflation, output, real and nominal interest-rate given a simple New Keynesian model with sticky prices and an exogenous growth rate of money supply setting as a monetary policy shock, base on Galí, Jordi (2003).
Fan Chart for Economic Uncertainty
The World Bank macro-fiscal models (MFMod) in modelflow (python)
Aplication to finance
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