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1. Global-Oil-MarketGlobal-Oil-MarketPublic

   This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," American Economic Review, v…

   MATLAB 25 9

2. Forecasting-the-Yield-CurveForecasting-the-Yield-CurvePublic

   The aim of this code is to show the preliminary results of the forecast for the term structure (with different maturities) of the Mexican government bonds using different types of models.

   MATLAB 3 3

3. Forecast-and-assessment-of-General-Inflation-Forecast-and-assessment-of-General-Inflation-Public

   This code mainly computes the forecast of headline inflation using different aproaches. Likewise presents the forecast evaluation for each model along different points in a span period.

   MATLAB 3 4

4. SVAR-Analysis-with-different-IdentificationsSVAR-Analysis-with-different-IdentificationsPublic

   MATLAB 2 3

5. Dynamic-response-to-a-monetary-without-liquidity-effect-shockDynamic-response-to-a-monetary-without-liquidity-effect-shockPublic

   The code depicts the responses of inflation, output, real and nominal interest-rate given a simple New Keynesian model with sticky prices and an exogenous growth rate of money supply setting as a m…

   1 1

6. Volatility_models_BTC_USDVolatility_models_BTC_USDPublic

   Jupyter Notebook 1 1