Julia implementation of multi-variate time series models, family of VAR/VECM and estimations like impulse response function
This code lets you conduct the following commands: VAR model creation, simplification, checking, prediction, Impulse Response Function, Granger Causality.
Master's Thesis - A Replication of Metcalf and Stock (2020): The Macroeconomic Impact of Carbon Taxes
Interactive econometric dashboard exploring oil price shock transmission into Ghana's public debt (1983–2019). Johansen cointegration, VAR/VECM, impulse response functions, and variance decomposition built from MSc Economics thesis research.
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