Skip to content
View as4456's full-sized avatar
  • Columbia University
  • New York, NY

Highlights

  • Pro

Block or report as4456

Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Popular repositories Loading

  1. Leo_Krippner_SSR Leo_Krippner_SSR Public

    Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model

    Python 14 16

  2. Wu_Xia Wu_Xia Public

    Replicates the script for generating the Wu Xia shadow rate term structure model in python

    Python 8 9

  3. Hpfilter_optimal_lambda Hpfilter_optimal_lambda Public

    Code for determining optimal value of lambda to be used in Hodrick Prescott filter using cross-validation method

    Python 5 10

  4. Potential_Output Potential_Output Public

    Implementation of a finance-neutral output gap as explained in "Rethinking Potential Output" paper by Borio et al (2015)

    Python 4 7

  5. William-Laubach-R-star William-Laubach-R-star Public

    Output is currently not correct due to some Kalman filter issues in Python. Needs to be corrected.

    Python 3 8

  6. Kalman_Filter_Trend Kalman_Filter_Trend Public

    Implementation of Model 4 explained in the paper "Trend without Hiccups"

    R 2 4