Community Profile

Enrique M. Quilis


Research Department. Independent Authority for Fiscal Responsibility

11 total contributions 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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Contributions in
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Submitted


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

1 month ago | 2 downloads |

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FactorLIB
Static Factor Analysis

7 months ago | 1 downloads |

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Random Walker
Bidimensional simulation of random walks

8 months ago | 2 downloads |

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

8 months ago | 18 downloads |

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

12 months ago | 1 downloads |

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

12 months ago | 3 downloads |

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

1 year ago | 21 downloads |

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

1 year ago | 16 downloads |

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CALENDAR_VAR
Generation of calendar regressors for time series modeling

3 years ago | 2 downloads |

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TEMPORAL DISAGGREGATION LIBRARY
Temporal disaggregation of economic time series

4 years ago | 13 downloads |

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

6 years ago | 5 downloads |

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