Name: Pedro Valls
Type: User
Company: Sao Paulo School of Economics - FGV
Bio: Full Professor of Financial Econometrics at Sao Paulo School of Economics - FGV BRAZIl
Twitter: Pedro_L_Valls
Location: Rua Dr Plinio Barreto 365 room 1319, 01313-020 S ̃ao Paulo, S.P., Brasil
Blog: https://sites.google.com/site/pedrovallspereira
Pedro Valls's Projects
A novel Open-Source Macro-Econometric model to study Climate Policies and the wider Macro-economy that can easily be applied to all EU countries
Introduction to Bayesian Calculations to help the understanding of MCMC and BVAR
Repository for data science book
Scripts from Productivity Tools
R Package for General-to-Specific (GETS) modelling and Indicator Saturation (ISAT) methods
An implementation of the `gets` package for Panel Models to use indicator saturation
ggplot2: elegant graphics for data analysis
These are my lecture notes for a Time Series Econometrics course - MSc and PhD levls
Machine Learning with R
OxMetrics batch codes for Univariate GARCH Models
Ox Codes for Stamp and G@RCH modules
Config files for my GitHub profile.
qrm
A repository that houses example code, applications and teaching material related to QuantEcon
R codes for Time Series Econometrics