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DjangoTG / -Monetary-Policy-in-Australia

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Heteroskedasticity Model #6

Open DjangoTG opened 1 year ago

DjangoTG commented 1 year ago

Hi @donotdespair,

I'm having some trouble using the Gibbs sampler to model the heteroskedasticity in the model. I can't find anyone's repo's that have used the code you provided, or anything particularly similar. Was there someone in mind who you think has done it? For now I've just been doing the written parts and sorting out some of the minor issues. I'll have that all done tomorrow midday, so can just add in the heteroskedasticity estimation after.

Do you think it's worth thoroughly reviewing the SV lectures?

donotdespair commented 1 year ago

Hey @DjangoTG

Nope, I did not have anyone particularly on my mind. Several folks contacted me, but I'm unsure who has committed anything to GH. The useful resources include lecture recordings, active learning sessions and the corresponding notes, and my announcements with the updated versions of the code.

Cheers,

T