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gusamarante/README.md

Gustavo Amarante

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  1. dsgepy dsgepy Public

    Calibrate, estimate and analyze linearized DSGE models.

    Jupyter Notebook 32 21

  2. bayesfm bayesfm Public

    Bayesian Fama-MacBeth

    Python 4 2

  3. pyaa pyaa Public

    All Around Finance

    Python 6 1

  4. pyacm pyacm Public

    Implementation of "Pricing the Term Structure with Linear Regressions" from Adrian, Crump and Moench (2013)

    Jupyter Notebook 3