Matlab Codes:
- Generating data, finding first moments example0.m.
- Replicating chart 2.5 (from BoE Inflation report) example3.zip.
Stata Codes:
- Download, plot EU data and estimate AR(2) example1.do.
Python Codes:
- Scrap ECB website for Monetary Statements example1.py.
Other useful links:
- Great visualization for CLT, Markov Chains, OLS and other things.
Julia Codes:
Estimation of AR(2) with Gibbs Sampling : Exameple1.jl
Conditional Forecasting with VAR in Julia: Example2.jl[TBA]
