Paper and source codes for Uncovering the Hit List for Small Inflation Targeters
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Updated
Aug 10, 2018 - MATLAB
Paper and source codes for Uncovering the Hit List for Small Inflation Targeters
Anatomizing Incomplete-markets Small Open Economies
This repo replicates the results in the paper 'forecasting in small open emerging economies: Evidence from thailand' It includes multiple Bayesian forecasting model, both univariate and multivariate, direct and iterate forecasts. Main highlight is to perform speical sampling method for ultra high dimensional regression with horseshoe prior (matlab)
Estimated Bayesian Small Open Economics DSGE model with Stochastic Volatility in Structural Shock Processes
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