This repository is part of my undergraduate thesis. It collects multi-language implementations of Time-Varying Parameter Vector Autoregression (TVP-VAR) models and their variants across MATLAB, R, ...

Thomas J Catalano is a CFP and Registered Investment Adviser with the state of South Carolina, where he launched his own financial advisory firm in 2018. Thomas' experience gives him expertise in a ...

This toolbox brings robotics-specific functionality to Python, and leverages Python's advantages of portability, ubiquity and support, and the capability of the open-source ecosystem for linear ...

What should applied macroeconomists know about local projection (LP) and vector autoregression (VAR) impulse response estimators? The two methods share the same estimand, but in finite samples lie on ...