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Enrique M. Quilis


12 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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Enrique M. Quilis's Badges

  • 5-Star Galaxy Level 3
  • First Submission

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Contributions in
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Submitted


Calendar_var
Calendar effects in monthly economic time series.

5 months ago | 0 downloads |

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

10 months ago | 16 downloads |

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BayVAR: Bayesian Vector of Autoregressions
VAR modeling with

1 year ago | 12 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).

3 years ago | 4 downloads |

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FactorLIB
Static Factor Analysis

3 years ago | 2 downloads |

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Random Walker
Bidimensional simulation of random walks

3 years ago | 4 downloads |

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

3 years ago | 9 downloads |

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

4 years ago | 1 download |

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

4 years ago | 6 downloads |

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

4 years ago | 8 downloads |

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

4 years ago | 8 downloads |

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

9 years ago | 2 downloads |

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