Economics |
Matlab:
% an extention of Tauchen (1986) algorithm for 2 correlated AR(1) processes (errors from bivariate normal distribution)
% HANK+ZLB (Combination of Guerrieri, Iacoviello's (2013) toolkit and Winberry's (2016) algorithm - was used for Forward Guidance at ZLB)
Python:
% Bitcoin Sentiment Data from Reddit (webscrap)