Rank: 276 based on 223 downloads (last 30 days) and 4 files submitted
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Bob Taylor

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The MathWorks, Inc.

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03 May 2011 Screenshot Using MATLAB to Optimize Portfolios with Financial Toolbox Scripts and data to demonstrate the new Portfolio object in Financial Toolbox. Author: Bob Taylor backtesting, analysis, finance, optimization, modeling, portfolio 63 1
17 Nov 2009 Screenshot Using MATLAB to Develop Macroeconomic Models Analyze a stylized version of the Smets-Wouters model for the United States economy. Author: Bob Taylor forecasting, econometrics, time series analysis, macroeconomics, economics, finance 48 4
  • 5.0
5.0 | 3 ratings
06 Dec 2006 Screenshot Using MATLAB to Develop Asset-Pricing Models Scripts to build and test Fama & French three-factor model. Author: Bob Taylor finance, modeling, analysis, fama french, capm, assetpricing 32 7
  • 2.66667
2.7 | 3 ratings
30 Jan 2006 Screenshot Using MATLAB to Develop Portfolio Optimization Models Scripts to create time-evolving efficient frontiers and to backtest results. Author: Bob Taylor analysis, portfolio, optimization, modeling, dea, finance 80 9
  • 4.75
4.8 | 4 ratings
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10 Nov 2010 Using MATLAB to Develop Macroeconomic Models Analyze a stylized version of the Smets-Wouters model for the United States economy. Author: Bob Taylor

It would take a little effort set up a variance decomposition. Some of what you might need, however, is already in the code in vgxpred so I would suggest looking at the code as a start (particularly the lag operator C and the subsequent loop).
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24 Jan 2012 Using MATLAB to Optimize Portfolios with Financial Toolbox Scripts and data to demonstrate the new Portfolio object in Financial Toolbox. Author: Bob Taylor Morano, Raymond

I see the portfolio object in release 2007B
17 Oct 2011 Using MATLAB to Develop Macroeconomic Models Analyze a stylized version of the Smets-Wouters model for the United States economy. Author: Bob Taylor Inouye, Gustavo

excelent, thanks
24 Sep 2011 Using MATLAB to Develop Macroeconomic Models Analyze a stylized version of the Smets-Wouters model for the United States economy. Author: Bob Taylor Lars
24 Sep 2011 Using MATLAB to Develop Macroeconomic Models Analyze a stylized version of the Smets-Wouters model for the United States economy. Author: Bob Taylor Lars
11 Nov 2010 Using MATLAB to Develop Macroeconomic Models Analyze a stylized version of the Smets-Wouters model for the United States economy. Author: Bob Taylor dongfang, xiaoxiao

The impulse response graph that the above showed is a 3-dimension, but I just need a 2-dimensional impulse response. could you make some adjustments?

thanks.
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finance, analysis, modeling, optimization, portfolio
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Updated   File Tags Downloads
(last 30 days) 		Comments Rating
03 May 2011 Screenshot Using MATLAB to Optimize Portfolios with Financial Toolbox Scripts and data to demonstrate the new Portfolio object in Financial Toolbox. Author: Bob Taylor backtesting, analysis, finance, optimization, modeling, portfolio 63 1
17 Nov 2009 Screenshot Using MATLAB to Develop Macroeconomic Models Analyze a stylized version of the Smets-Wouters model for the United States economy. Author: Bob Taylor forecasting, econometrics, time series analysis, macroeconomics, economics, finance 48 4
  • 5.0
5.0 | 3 ratings
06 Dec 2006 Screenshot Using MATLAB to Develop Asset-Pricing Models Scripts to build and test Fama & French three-factor model. Author: Bob Taylor finance, modeling, analysis, fama french, capm, assetpricing 32 7
  • 2.66667
2.7 | 3 ratings
30 Jan 2006 Screenshot Using MATLAB to Develop Portfolio Optimization Models Scripts to create time-evolving efficient frontiers and to backtest results. Author: Bob Taylor analysis, portfolio, optimization, modeling, dea, finance 80 9
  • 4.75
4.8 | 4 ratings

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