An overlapping generations model framework for evaluating fiscal policies.
-
Updated
Dec 8, 2024 - Python
#
macroeconomic-model
Here are 2 public repositories matching this topic...
Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”
r volatility asset-pricing macroeconomics vector-autoregression monetary-policy heteroskedasticity fci svar r-lang growth-at-risk macroeconomic-model price-of-risk consumption-based-asset-pricing vfci v-fci financial-conditions financial-conditions-index macro-finance
-
Updated
Sep 9, 2024 - R
Improve this page
Add a description, image, and links to the macroeconomic-model topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the macroeconomic-model topic, visit your repo's landing page and select "manage topics."