Implementing Local Projections Difference-in-Differences (LP-DiD) estimators
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Feb 24, 2026 - Stata
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local-projections
Here are 16 public repositories matching this topic...
High-performance time series econometrics: Rust core, Python-first API — validated estimators, a 15-chapter guide, and honest inference by default
python rust statistics time-series impulse-response econometrics forecasting bayesian var garch macroeconomics nowcasting svar local-projections
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Aug 17, 2026 - Rust
Bayesian Structural VAR with agnostic identification to isolate U.S. Fed monetary policy shocks and quantify their impact on Colombian unemployment, inflation, policy rate, exchange rate (TRM) and 5-year TES yields.
reproducible-research econometrics metropolis-hastings irf structural-identification local-projections bayesian-structural-var sbvar minnesota-prior sign-restrictions fevd
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Mar 10, 2026 - Python
Replication package for Formal Shocks, Informal Buffers. Panel local projections of monetary-policy transmission moderated by informality (122 countries, 2000–2019)
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May 4, 2026 - R
Code and data for "When Volatility Masquerades as Fragility". Hourly DeFi liquidation panel and quantile local projections of ETH returns, 2021-2025.
reproducible-research ethereum cryptocurrency econometrics volatility working-paper quantile-regression replication-package defi empirical-finance tail-risk local-projections liquidations crypto-finance leverage-cycle
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Jul 12, 2026 - Python
Unofficial Python replication of Ambrogio Cesa-Bianchi's MATLAB VAR Toolbox (github.com/ambropo/VAR-Toolbox). GPL-3.0 derivative work; not affiliated with or endorsed by the original author.
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Jul 26, 2026 - Python
Accelerate autoregressive image generation with Locality-aware Parallel Decoding (LPD). Explore our code and models on GitHub! 🚀🌟
library uitableview computer-vision uicollectionview deep-learning bitcoin mvvm point-cloud reactive-programming functional-reactive-programming econometrics lightning-network place-recognition did off-chain difference-in-differences lpdaac local-projections
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Aug 17, 2026 - Python
Empirical analysis of the relationship between financial development and income inequality using panel data econometrics
r rstudio econometrics inflation credit gini panel-data fixed-effects random-effects credito pooled-ols world-bank pib econometria gini-index econometric-analysis hausman-test local-projections financial-development gmm-model
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May 17, 2026 - R
End-to-End Python replication of Camara & Aublin's (2025) monetary spillover analysis methodology. Implements rotational-angle decomposition, Bayesian VAR with Normal-Wishart priors, sign restrictions for shock identification, and a full robustness suite for international macroeconomic analysis.
python time-series reproducible-research jupyter-notebook pandas econometrics mcmc financial-data bayesian-statistics vector-autoregression central-banking monetary-policy academic-research international-economics high-frequency-data robustness-testing local-projections macroeconomic-modeling shock-identification spillover-analysis
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Sep 19, 2025 - Jupyter Notebook
Reproducible empirical study of minimum wages, productivity and inflation in Portugal (1974-present).
python reproducible-research portugal economics econometrics inflation minimum-wage local-projections
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Aug 14, 2026 - Python
Do IMF programmes work? Panel Local Projections estimating effects on Pakistan's GDP, inflation & current account | 1980–2023 | R
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Jul 11, 2026 - R
How primary dealers warehouse Treasury supply. 846-week panel from 5 federal APIs, Jordà local projections, maturity-bucket panel FE.
python public-data treasury panel-data fixed-income financial-economics local-projections primary-dealers
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Mar 26, 2026 - Python
Who funds TGA rebuilds? Auction-schedule surprise identification of Treasury funding channels. MMFs + ON RRP.
tga federal-reserve treasury financial-economics monetary-policy empirical-finance fiscal-policy money-market-funds local-projections on-rrp
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Mar 20, 2026 - Python
High-frequency Treasury Deposit Component measurement and diagnostics
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Aug 11, 2026 - Python
Quarterly public-data toolkit for TDC arithmetic, perimeter, and measurement comparisons.
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Aug 11, 2026 - Python
Master’s thesis on monetary policy transmission in Switzerland, combining DSGE modeling and empirical validation. Repository includes full replication code and ongoing methodological extensions.
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Feb 10, 2026 - TeX
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