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em-matlabbox Public
matlab toolboxes
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CCMMshadowrateVAR-code Public
replication code for „Forecasting with Shadow-Rate VARs“ by Carriero, Clark, Marcellino and Mertens
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Replication files for papers by Clark, Ganics and Mertens on SPF-consistent fan charts. Replication code for an earlier version of this project, alongside codes for a companion paper, titled “What …
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ABCprecisionsampler Public
Precision-based sampling from state space models that have no measurement error
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Replication files for Clark, McCracken, and Mertens (2020, REStat)
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em-fortranbox Public
elmar mertens fortran toolboxes
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CCMMoutlierVAR-code Public
Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021), Work in Progress
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LMMREDcode Public
Replication code for Lubik-Matthes-Mertens (RED, in press) "Indeterminacy and Imperfect Information"
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Replication Files for Johannsen and Mertens (JMCB, 2021)
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Replication files for Mertens and Nason (QE, 2020)
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canovaferroniBVAR Public
Forked from naffe15/BVAR_A hitchhiker guide to empirical macro models
MATLAB GNU General Public License v3.0 UpdatedMay 30, 2020
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