Popular repositories

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 15

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 4 10

4. 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

5. 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 3 7

6. flutter_roll_dice flutter_roll_dice Public

   Learning to create first app on flutter following Udemy course

   C++ 2