In this section, we estimate the monetary authorities’ reaction function using the data from August 1971 to March 2018. Most papers analyzing interventions before March 1991 have used “Change in ...

We use the libraries: Numpy, Scipy, Sympy, Math, statsmodels.api, and Python 3.5 with Anaconda. To down statsmodels, you should visit: http://statsmodels.sourceforge ...

These R codes implement the Bayesian methodology of Castelletti & Consonni (2021, Bayesian Analysis) for structure learning and causal inference in probit graphical models. Specifically: ...

Abstract: Non-uniform random number generators are key components in Monte Carlo simulations. The inverse cumulative distribution function (ICDF) technique provides a viable solution for generating ...