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fevd
Here are 3 public repositories matching this topic...
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
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Updated
Mar 10, 2026 - Python
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
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Updated
Feb 6, 2026 - Python
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