Community Profile

Enrique M. Quilis

Research Department. Independent Authority for Fiscal Responsibility

Contact

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

Contributions

Top 10% contributor

  • 10 Contributions
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Bootstrapping Time Series

16 downloads

11 months ago

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TEMPORAL DISAGGREGATION LIBRARY

7 downloads

3 years ago

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Geometric Prisoners Dilemma

9 downloads

10 months ago

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CALENDAR_VAR

2 downloads

3 years ago

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FactorLIB

3 downloads

4 months ago

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Bayesian Autoregressive Modeling

3 downloads

6 years ago

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Random Walker

0 downloads

6 months ago