Codes

In order to promote scientific research reproducibility I share in this page the codes and (treated) datasets used for my research work. In general, I prefer free software and languages (R, Python, Julia) over proprietary one (Matlab, Stata).

Moreover, additional material might be accessible at this GitHub repository. It hosts the main script I use to gather, harmonise and update data. The script requires a working installation of R, it will install required packages upon the first execution.

In general, GitHub is a fantastic place to share programs and routines. Among the most interesting project is  QuantEcon, led by T. Sargent and J. Stachurski: it is massive set of lectures on (mainly) macroeconomics illustrated with codes and notebooks in Python and Julia.

External code repositories:

• Chris Sims' website for basically everything in macro

• Koop's and Korobilis's websites, mainly for Bayesian VARs

• Ambrogio Cesa-Bianchi's VARs toolbox, gets you hit the ground running

• Fabio Canova's material for his classes at EUI

• John Cochrane's list of works includes used programs

• Nick Huntington-Klein maintains a wonderful open repo for data related tasks from manipulation to regression

• Jesus Fernandez-Villaverde curates an open repository for his class on computational methods

• Alisdair McKay also shares the material for solving heterogenous-agent models

• Ben Moll's site also offers codes and lecture materials