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  1. -Quantile-regression-and-nonlinear-vector-autoregression-VAR-model- -Quantile-regression-and-nonlinear-vector-autoregression-VAR-model- Public

    The codes replicate the "Assessing the impacts of financial stress index of developed countries on the exchange market pressure index of emerging countries"

    MATLAB 1

  2. bsvars bsvars Public

    Forked from bsvars/bsvars

    Bayesian Estimation of Structural Vector Autoregressive Models

    R

  3. lp_var_simul lp_var_simul Public

    Forked from dake-li/lp_var_simul

    Simulation study of Local Projections, VARs, and related estimators

    MATLAB

  4. tvp-qr tvp-qr Public

    Forked from mpfarrho/tvp-qr

    TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regressions"

    R