This is a project to analyse the CHINESE POLITICAL ELITE DATABASE (CPED)

This is a sample code for estimating Quantile Autoregressive Distributed Lag Model.

R package for mixed frequency time series data analysis.

TENET: Tail-Event driven NETwork Risk

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…

GAUSS time series and panel unit root tests compiled by Saban Nazlioglu

Focus on what matters instead of fighting with Git.