Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
Course on Quantitative Macroeconomics (Master/PhD level)
Course on Macroeconometrics (graduate level)
MATLAB library for large Bayesian VARs: samplers, shrinkage priors, stochastic volatility, marginal likelihoods and forecasting, with examples, tutorials and the replication packages from joshuachan.org.
Calibrate, estimate and analyze linearized DSGE models.
Conformal Time Series Forecasting Using State of Art Machine Learning Algorithms
Companion code repository for the textbook Macroeconometrics by Alessia Paccagnini, with Python, R, MATLAB and Dynare examples
MATLAB library for Bayesian state space models: precision-based samplers that draw the whole state path at once, for unobserved components, time-varying parameter, stochastic volatility and dynamic factor models, with examples and the replication packages from joshuachan.org.
A comprehensive Julia package for macroeconometric research and analysis
A Python package for time series forecasting and economic analysis, providing tools for simulation, estimation, and model evaluation with a focus on scalability and research applications.
Sample chapters and code (MATLAB, R, Python) for 'Bayesian Macroeconometrics: Methods and Applications' by Joshua Chan (Chapman & Hall/CRC, forthcoming)
A selection of my replications of papers in macroeconomics
Powerful time series econometrics for Structural Vector Autoregressions (SVAR)
Code and programs by Camilo Marchesini
We are presenting a Bayesian local-level model and its extensions
A collaborative repository highlighting Bayesian autoregressive analysis with extensions. It is prepared by the students of Macroeconometrics at the University of Melbourne.
I employ a text-based uncertainty indicator within a Bayesian VAR framework to conduct robust structural macroeconomic forecasting.
Empirical Macroeconomics
A novel application of DMFMs for nowcasting matrix-variate time series, specifically focusing on the Gross Domestic Product of major Euro Area countries
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