Leonardo Quero Virla
@lquerov.bsky.social
PhD candidate @ Universität Bamberg working on international macroeconomics with #Rstats & #Julialang. https://sites.google.com/view/leonardoqv | 🇻🇪🇩🇪
And for everything related to econometric identification in SVAR models, the (preliminary) chapters and replication code of "Structural Vector Autoregressive Analysis" by Kilian and Lütkepohl - a masterpiece.
Lutz Kilian - Textbook
'Structural Vector Autoregressive Analysis' by Lutz Kilian and Helmut Lütkepohl, Cambridge University Press, 2017.
The book is available in book stores or from Amazon. This webpage makes available the...
sites.google.com
May 25, 2025 at 8:00 PM
And for everything related to econometric identification in SVAR models, the (preliminary) chapters and replication code of "Structural Vector Autoregressive Analysis" by Kilian and Lütkepohl - a masterpiece.
The earlier work of Proaño (@crproano.bsky.social) embedding bounded rationality (chartist-fundamentalist approach) in a small open economy macro model:
MONETARY POLICY RULES AND MACROECONOMIC STABILIZATION IN SMALL OPEN ECONOMIES UNDER BEHAVIORAL FX TRADING: INSIGHTS FROM NUMERICAL SIMULATIONS*
In this paper the interaction between foreign exchange (FX) markets driven by trading based on behavioral forecasting rules and the macroeconomy of a small open economy is investigated. A special foc...
onlinelibrary.wiley.com
May 25, 2025 at 7:49 PM
The earlier work of Proaño (@crproano.bsky.social) embedding bounded rationality (chartist-fundamentalist approach) in a small open economy macro model:
The work of Kolasa, Ravgotra and Zabczyk on a New Keynesian open economy macroeconomic model with bounded rationality (cognitive discounting approach), published recently in the @jintlecon.bsky.social.
Monetary policy and exchange rate dynamics in a behavioral open economy model
We analyze the implications of adding boundedly rational agents á la Gabaix (2020) to the canonical New Keynesian open economy model. We show that acc…
www.sciencedirect.com
May 25, 2025 at 7:43 PM
The work of Kolasa, Ravgotra and Zabczyk on a New Keynesian open economy macroeconomic model with bounded rationality (cognitive discounting approach), published recently in the @jintlecon.bsky.social.
Stanford Big Data Initiative in International Macro-Finance, with lecture videos, slides, code and data.
Big Data Initiative — The Global Capital Allocation Project
www.globalcapitalallocation.com
May 25, 2025 at 7:43 PM
Stanford Big Data Initiative in International Macro-Finance, with lecture videos, slides, code and data.
Lecture slides on International Macroeconomics and Finance, by Maggiori (@mmaggiori.bsky.social) & Schreger (@jesseschreger.bsky.social).
PhD Course — The Global Capital Allocation Project
www.globalcapitalallocation.com
May 25, 2025 at 7:43 PM
Lecture slides on International Macroeconomics and Finance, by Maggiori (@mmaggiori.bsky.social) & Schreger (@jesseschreger.bsky.social).
Lecture slides, code, data, and solutions for the "Open Economy Macroeconomics" graduate textbook by Uribe & Schmitt-Grohé - now a classic!
Open Economy Macroeconomics by Martin Uribe and Stephanie Schmitt Grohe
www.columbia.edu
May 25, 2025 at 7:43 PM
Lecture slides, code, data, and solutions for the "Open Economy Macroeconomics" graduate textbook by Uribe & Schmitt-Grohé - now a classic!