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Enrique M. Quilis


Last seen: 7 meses 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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  • Personal Best Downloads Level 2
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FactorLIB
Static Factor Analysis

más de 2 años ago | 2 downloads |

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Calendar_var
Calendar effects in monthly economic time series.

casi 3 años ago | 2 downloads |

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

más de 3 años ago | 9 downloads |

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BayVAR: Bayesian Vector of Autoregressions
VAR modeling with

alrededor de 4 años ago | 3 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).

más de 5 años ago | 1 download |

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Random Walker
Bidimensional simulation of random walks

alrededor de 6 años ago | 1 download |

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

alrededor de 6 años ago | 9 downloads |

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

más de 6 años ago | 1 download |

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

más de 6 años ago | 4 downloads |

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

más de 6 años ago | 6 downloads |

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

más de 6 años ago | 7 downloads |

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

alrededor de 12 años ago | 2 downloads |

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