snowdrop.src.samples package

Submodules

snowdrop.src.samples.alternatives module

snowdrop.src.samples.forecast module

snowdrop.src.samples.fpe_model module

snowdrop.src.samples.in_sample module

Created on Tue May 8, 2020

@author: Alexei Goumilevski

Reproduces results of https://www.edx.org/ MPAF course.

snowdrop.src.samples.in_sample.in_sample(Plot=False, save=True)[source]

In sample forecast of endogenous variables given user judgements.

snowdrop.src.samples.in_sample_mpaf module

snowdrop.src.samples.judgements module

snowdrop.src.samples.kalmanfilter module

Created on Wed May 6, 2020 @author: Alexei Goumilevski Reproduces results of https://www.edx.org Monetary Policy Analysis and Forecasting course.

Please note that for time series variables the following rule applies for varible leads and lags:

var(-1) -> var.shift(1) and var(+1) -> var.shift(-1)

snowdrop.src.samples.kalmanfilter.kalmanfilter(Plot=False, save=True)[source]

Run Kalman filter and smoother.

snowdrop.src.samples.kalmanfilter_mpaf module

snowdrop.src.samples.makedata module

Created on Tue Apr 23 14:12:20 2019

@author: Alexei Goumilevski

Reproduces results of https://www.edx.org Monetary Policy Analysis and Forecasting course.

snowdrop.src.samples.makedata.makedata(Plot=False, save=False)[source]

Prepares data.

snowdrop.src.samples.makedata_mpaf module

snowdrop.src.samples.modelproperties module

Created on Thursday May 7, 2020 @author: Alexei Goumilevski

Reproduces results of https://www.edx.org Monetary Policy Analysis and Forecasting course.

snowdrop.src.samples.modelproperties.modelproperties(Plot=False, save=True)[source]

Simulates a set of basic shocks.

snowdrop.src.samples.modelproperties_mpaf module

Module contents