chenwilliam77 / RiskAdjustedLinearizations.jl Star 11 Code Issues Pull requests Linearize dynamic economic models around their stochastic steady state economics dsge macroeconomics perturbation-methods macrofinance affine-approximation stochastic-steady-state Updated Oct 13, 2022 Julia
meccal / BY-replication-code Star 2 Code Issues Pull requests Julia replication code of Bansal-Yaron (2004) model with different solution methods. Done in the second year of my PhD. julia macrofinance long-run-risks Updated Jan 11, 2023 Julia
mezbafaisal / Macrocredit-and-Macrofinance Star 0 Code Issues Pull requests Free From Chains macroeconomics macrofinance Updated Aug 9, 2024
macil735 / jpmorgan-stress-test Star 0 Code Issues Pull requests public-data macro-financial stress test for JPMorgan Chase, integrating credit risk, regulatory capital, liquidity analysis, DFAST-style scenarios and reproducibility documentation. r reproducible-research stress-testing credit-risk jpmorgan-chase macrofinance liquidity-risk capital-adequacy banking-risk dfast Updated Jun 28, 2026 R