Name: José Nicolás Rosas
Type: User
Company: Universitat Pompeu Fabra
Bio: I am a PhD Candidate in Economics at Universitat Pompeu Fabra (UPF) working on climate & energy, empirical macroeconomics and monetary policy.
Twitter: jnrosasg
Location: Barcelona
Blog: https://sites.google.com/view/jnrosas
José Nicolás Rosas's Projects
Codes for for Bayesian Local Projections & Bayesian Direct Forecasts
Empirical macro toolbox
This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment described in the paper "Simultaneous Confidence Bands: Theory, Implementation, and an Application to SVARs", by Jose Luis Montiel Olea and Mikkel Plagborg-Møller; Journal of Applied Econometrics, 2018.
A collection of Dynare models
Slides and codes for practice sessions
Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming
Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.
Simulation study of Local Projections, VARs, and related estimators
repo for "Natural Language Processing for Law and Social Science" @ ETH Zurich, Spring 2022
Replication code for "Monetary Policy, Credit Spreads, and Business Cycle Fluctuations"
Matlab suite for weak-instrument robust confidence intervals
Inference in SVMA models identified by external instruments/proxies
Text Analysis Class for MRes and PhD Notts 2022
Ambrogio Cesa-Bianchi's VAR Toolbox
Materials for website