Vector autoregressive model in Julia

Bayesian Structural VAR with agnostic identification to isolate U.S. Fed monetary policy shocks and quantify their impact on Colombian unemployment, inflation, policy rate, exchange rate (TRM) and 5-year TES yields.

deepIRF - A deep learning approach for reverse-broadening the instrumental response (IRF) in lifetime spectra

Python toolkit for US healthcare reimbursement systems. Provides unified access to CMS groupers (MS-DRG, HHA, IRF), editors (MCE, IOCE), and pricers (IPPS, OPPS, IPF, IRF, LTCH, SNF, HHA, Hospice, ESRD, FQHC) via JPype bridge to official CMS Java tools. Automate claims processing, analytics, and research with Medicare-accurate logic.

Explore omnichannel marketing and how a company can optimally allocate their budget across marketing channels to maximise sales using the VAR model.

Structural Dynamic Factor is a repository focused on the development and analysis of structural dynamic factor models used in econometrics and time series analysis.

vecm augmented garch app

Package that creates nice looking IRFs (also as eps and pdf) for Dynare

Time-series econometric analysis of the export–growth nexus in Japan using VECM, Granger causality, and IRF.

The code to create the tables and graphs used in the working paper 'Impact of Foreign Ownership of Bonds on Monetary Policy Transmission in Mexico' by Sebin Nidhiri

🩺 Simplify US healthcare reimbursement with PyDrg, a Python toolkit for efficient access to CMS tools and accurate claims processing.