-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathbmr-replication-files.html
executable file
·164 lines (126 loc) · 5.61 KB
/
bmr-replication-files.html
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
<!DOCTYPE html>
<html lang="en">
<head>
<meta charset="utf-8">
<meta http-equiv="X-UA-Compatible" content="IE=edge">
<meta name="viewport" content="width=device-width, initial-scale=1">
<meta name="description" content="Bayesian Macroeconometrics in R (BMR) - Replication files">
<meta name="author" content="Keith O'Hara">
<meta name="keywords" content="Bayesian, Macroeconometrics, BMR, Economics, PhD student, NYU, New York University, Econometrics, R, C++, Cpp, Research" />
<link rel="shortcut icon" type="image/x-icon" href="siteicon.ico">
<title>Keith O'Hara</title>
<!-- Bootstrap Core CSS -->
<link href="css/bootstrap.min.css" rel="stylesheet">
<!-- Custom CSS -->
<link href="css/modern-business.css" rel="stylesheet">
<!-- Custom Fonts -->
<link href="font-awesome/css/font-awesome.min.css" rel="stylesheet" type="text/css">
<!-- Additional Settings -->
<link href="css/yuxuan_settings.css" rel="stylesheet">
<!-- HTML5 Shim and Respond.js IE8 support of HTML5 elements and media queries -->
<!-- WARNING: Respond.js doesn't work if you view the page via file:// -->
<!--[if lt IE 9]>
<script src="https://oss.maxcdn.com/libs/html5shiv/3.7.0/html5shiv.js"></script>
<script src="https://oss.maxcdn.com/libs/respond.js/1.4.2/respond.min.js"></script>
<![endif]-->
<script>
(function(i,s,o,g,r,a,m){i['GoogleAnalyticsObject']=r;i[r]=i[r]||function(){
(i[r].q=i[r].q||[]).push(arguments)},i[r].l=1*new Date();a=s.createElement(o),
m=s.getElementsByTagName(o)[0];a.async=1;a.src=g;m.parentNode.insertBefore(a,m)
})(window,document,'script','https://www.google-analytics.com/analytics.js','ga');
ga('create', 'UA-93902857-1', 'auto');
ga('send', 'pageview');
</script>
<script src="js/jquery.js"></script>
<script>
$(function(){
$("#mynavbar").load("navbar.html")
$("#myfooter").load("footer.html")
});
</script>
</head>
<body>
<!-- Navigation -->
<div id="mynavbar"></div>
<!-- Page Content -->
<div class="container">
<!-- Page Heading/Breadcrumbs -->
<div class="row">
<div class="col-lg-12">
<ol class="breadcrumb">
<li><a href="https://www.kthohr.com">Home</a>
</li>
<li><a href="bmr.html">BMR</a></li>
<li class="active">Replication Files</li>
</ol>
</div>
</div>
<!-- /.row -->
<h3 style="text-align: left;"><strong style="font-size: 120%;">BMR Test and Replication Files</strong></h3>
<p> </p>
<p> </p>
<hr>
<p><strong>VAR test files</strong>
<ul>
<li> BVARM: <a href="bmr/repl_files/bvar/BVARM.R" target="_blank">link</a>.</li>
<li> BVARS: <a href="bmr/repl_files/bvar/BVARS.R" target="_blank">link</a>.</li>
<li> BVARW: <a href="bmr/repl_files/bvar/BVARW.R" target="_blank">link</a>.</li>
<li> CVAR: <a href="bmr/repl_files/bvar/CVAR.R" target="_blank">link</a>.</li>
<li> BVARTVP: <a href="bmr/repl_files/bvar/BVARTVP.R" target="_blank">link</a>.</li>
</ul>
<hr>
<p><strong>Uhlig's Method</strong>
<ul>
<li> An-Schorfheide (2007). </li>
<ul>
<li>Solve: <a href="bmr/repl_files/dsge/AnSchorfheide.R" target="_blank">link</a>.</li>
</ul>
<li> Lubik-Schorfheide (2007). </li>
<ul>
<li>Solve: <a href="bmr/repl_files/dsge/LubikSchorfheide.R" target="_blank">link</a>. Estimate: <a href="bmr/repl_files/dsge/LubikSchorfheideEst.R" target="_blank">link</a>.</li>
</ul>
<li> Lubik-Schorfheide (2007) with intercept terms in the measurement equation. </li>
<ul>
<li>Solve: <a href="bmr/repl_files/dsge/LubikSchorfheideCons.R" target="_blank">link</a>. Estimate: <a href="bmr/repl_files/dsge/LubikSchorfheideConsEst.R" target="_blank">link</a>.</li>
</ul>
<li> basic New-Keynesian Model. </li>
<ul>
<li>Solve: <a href="bmr/repl_files/dsge/NKMSolve.R" target="_blank">link</a>. Estimate: <a href="bmr/repl_files/dsge/NKMEstimation.R" target="_blank">link</a>. Separate DSGE-VAR file: <a href="bmr/repl_files/dsge/NKMDSGEVAR.R" target="_blank">link</a>.</li>
</ul>
<li> RBC Model. </li>
<ul>
<li>Solve: <a href="bmr/repl_files/dsge/RBCSolve.R" target="_blank">link</a>.</li>
</ul>
</ul>
<hr>
<p><strong>gensys</strong>
<ul>
<li> An-Schorfheide (2007). </li>
<ul>
<li>Solve: <a href="bmr/repl_files/dsge/AnSchorfheide_gensys.R" target="_blank">link</a>.</li>
</ul>
<li> Lubik-Schorfheide (2007). </li>
<ul>
<li>Solve: <a href="bmr/repl_files/dsge/LubikSchorfheide_gensys.R" target="_blank">link</a>. Estimate: <a href="bmr/repl_files/dsge/LubikSchorfheideEst_gensys.R" target="_blank">link</a>.</li>
</ul>
<li> Lubik-Schorfheide (2007) with intercept terms in the measurement equation. </li>
<ul>
<li>Solve: <a href="bmr/repl_files/dsge/LubikSchorfheideCons_gensys.R" target="_blank">link</a>. Estimate: <a href="bmr/repl_files/dsge/LubikSchorfheideConsEst_gensys.R" target="_blank">link</a>.</li>
</ul>
<li> basic New-Keynesian Model. </li>
<ul>
<li>Solve: <a href="bmr/repl_files/dsge/NKMSolve_gensys.R" target="_blank">link</a>. Estimate: <a href="bmr/repl_files/dsge/NKMEstimation_gensys.R" target="_blank">link</a>. Separate DSGE-VAR file: <a href="bmr/repl_files/dsge/NKMDSGEVAR_gensys.R" target="_blank">link</a>.</li>
</ul>
<li> RBC Model. </li>
<ul>
<li>Solve: <a href="bmr/repl_files/dsge/RBCSolve_gensys.R" target="_blank">link</a>.</li>
</ul>
</ul>
</div>
<div id="myfooter"></div>
<!-- jQuery -->
<!--<script src="js/jquery.js"></script>-->
<!-- Bootstrap Core JavaScript -->
<script src="js/bootstrap.min.js"></script>
</body>
</html>