Enrique M. Quilis
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Programming work related to:
- temporal disaggregation and interpolation
- dynamic factor models
- bayesian vector autoregressions (BVAR)
- bootstrapping time series
- business cycle analysis: filtering, dating
- general time series applications.
Professional Interests: time series econometrics, business cycle analysis, quantitative modeling
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Feeds
A soumis
Calendar_var
Calendar effects in monthly economic time series.
presque 7 ans il y a | 1 téléchargement |
A soumis
Temporal disaggregation
Temporal disaggregation, interpolation and extrapolation of time series. Methods: univariate (with or without indicators) and mu...
environ 7 ans il y a | 13 téléchargements |
A soumis
BayVAR: Bayesian Vector of Autoregressions
VAR modeling with
presque 8 ans il y a | 1 téléchargement |
A soumis
Theory of Moves (ToM) Calculator
Determines Non-Myopic Equilibria (NME) in 2x2 ordinal games accorting to the Theory of Moves (ToM).
environ 9 ans il y a | 1 téléchargement |
A soumis
Random Walker
Bidimensional simulation of random walks
presque 10 ans il y a | 1 téléchargement |
A soumis
Bayesian Vector Autoregression Modeling: BayVAR
Specification and estimation of Bayesian vector autoregressive models (BVAR).
presque 10 ans il y a | 9 téléchargements |
A soumis
Wealth dynamics in exchange economies
Different exchange rules modify an nitial distribution of wealth among traders.
environ 10 ans il y a | 1 téléchargement |
A soumis
Geometric Prisoners Dilemma
A bidimensional cellular automata with a transition rule determined by the Prisoners Dilemma game.
environ 10 ans il y a | 2 téléchargements |
A soumis
Traffic simulation using the Nagel-Schreckenberg (NaSch) model.
Traffic simulation using the Nagel-Schreckenberg (NaSch) model.
plus de 10 ans il y a | 5 téléchargements |
A soumis
Bootstrapping Time Series
Bootstrap resampling procedures adapted to (vector) time series data.
plus de 10 ans il y a | 2 téléchargements |
A soumis
Bayesian Autoregressive Modeling
Specification and estimation of Bayesian univariate autoregressive models.
presque 16 ans il y a | 1 téléchargement |


