fevd

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Here are 4 public repositories matching this topic...

muhsinciftci / tidyMacro

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Main Website

impulse-response hd causal-inference macroeconometrics fevd

Updated Nov 11, 2026
C++

pablo-reyes8 / bayesian-structural-var

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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.

reproducible-research econometrics metropolis-hastings irf structural-identification local-projections bayesian-structural-var sbvar minnesota-prior sign-restrictions fevd

Updated Mar 10, 2026
Python

pablo-reyes8 / bayesian-var

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Standard Bayesian VAR with conjugate priors and Minnesota dummy-observation priors (unit-root and cointegration dummies) for analyzing shock transmission between U.S. 5-year and 3-year T-Bills and Colombian 5-year TES.

reproducible-research gibbs-sampling macroeconomics bvar bayesian-var multivariate-time-series minnesota-prior fevd impulse-response-functions

Updated Oct 12, 2026
Python

Emerson-nic / Timor-Leste-fiscal-bvar-lp

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Official vs. interpolated quarterly data in Timor-Leste: a Bayesian VAR and local-projection study of fiscal transmission and import leakage. Includes temporal disaggregation, structural breaks, IRFs/FEVDs, and a reproducible R/Shiny dashboard.

r dashboard time-series shiny reproducible-research impulse-response econometrics bvar development-economics bayesian-var timor-leste fiscal-policy reproducible-research-with-r structural-breaks fevd public-finances temporal-disaggregation fiscal-leakage

Updated Nov 1, 2026
R

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