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Enrique M. Quilis


Last seen: meer dan 2 jaar ago Active since 2010

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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FactorLIB
Static Factor Analysis

ongeveer 4 jaar ago | 1 download |

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Calendar_var
Calendar effects in monthly economic time series.

bijna 5 jaar ago | 1 download |

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Temporal disaggregation
Temporal disaggregation, interpolation and extrapolation of time series. Methods: univariate (with or without indicators) and mu...

meer dan 5 jaar ago | 21 downloads |

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BayVAR: Bayesian Vector of Autoregressions
VAR modeling with

bijna 6 jaar ago | 5 downloads |

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Theory of Moves (ToM) Calculator
Determines Non-Myopic Equilibria (NME) in 2x2 ordinal games accorting to the Theory of Moves (ToM).

ongeveer 7 jaar ago | 1 download |

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Random Walker
Bidimensional simulation of random walks

bijna 8 jaar ago | 1 download |

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Bayesian Vector Autoregression Modeling: BayVAR
Specification and estimation of Bayesian vector autoregressive models (BVAR).

bijna 8 jaar ago | 9 downloads |

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Wealth dynamics in exchange economies
Different exchange rules modify an nitial distribution of wealth among traders.

meer dan 8 jaar ago | 2 downloads |

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Geometric Prisoners Dilemma
A bidimensional cellular automata with a transition rule determined by the Prisoners Dilemma game.

meer dan 8 jaar ago | 2 downloads |

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Traffic simulation using the Nagel-Schreckenberg (NaSch) model.
Traffic simulation using the Nagel-Schreckenberg (NaSch) model.

meer dan 8 jaar ago | 1 download |

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Bootstrapping Time Series
Bootstrap resampling procedures adapted to (vector) time series data.

meer dan 8 jaar ago | 1 download |

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Bayesian Autoregressive Modeling
Specification and estimation of Bayesian univariate autoregressive models.

ongeveer 14 jaar ago | 3 downloads |

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