MICHAL ANDRLE
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    • Machine Learning for Economists
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    • Observables Decomposition
    • Trend-Cycle BVAR Tbx
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Sharing is Caring...

Software and Computing Links...

  • IRIS Tbx -- Matlab toolbox for efficient economic modeling by Mirek Benes (you can call him 'teacher', he'll appreciate it...)
  •                          Czech out my IRIS/modeling tutorials...

  • Julia Language -- open-source computing hope. Very nice.

  • Python -- open-source language, used for scientific computing
  • SciPy -- Scientific Python

  • R-project -- open-source statistical (mostly) computing; 
  • RStudio  -- IDE for GNU R
 
  • GCC :: GNU Compiler Collection (C++/C/Fortran90). The standard to use!
 
  • GNU Octave -- open-source alternative to Matlab [imperfect but free]. 
 

  • MiKTeX  -- the best TeX distribution for Windows.
  • Dynare Tbx -- Matlab toolbox for estimating & analyzing models
  • YADA -- Yet Another DSGE Application by a dear friend of mine Anders Warne
 
  • GVIm -- VIM (the coolest) editor, my everyday companion....
  • VMWare Player -- efficient work with virtual machines
  • UBUNTU Linux -- a well-known and friendly Linux distribution
  • Linux MINT -- distribution I am using now...


Some Nice People

​(friends, co-authors, ...)

  • Jan Bruha -- Czech National Bank (CNB)
  • Miroslav Plasil -- Czech National Bank (CNB)
  • Antti Ripatti -- University of Helsinky, BoF
  • Juha Kilponen -- Bank of Finland, (BoF)
  • Anders Warne -- European Central Bank & Yada ;)
  • Petr Sedlacek -- Bonn Graduate School of Economics
  • Wouter den Haan -- LSE 
  • Jirka Slacalek -- ECB, DG Research
  • Joris de Wind -- Centraal Planbureau (Netherlands)
  • Martin Ellison -- Oxford University
  • Mika Kortelainen -- Bank of Finland (Suomen Pankki)
  • Michael Kumhof -- Bank of England
  • Sergio Sola -- IMF
  • Salvatore Dell'Erba -- IMF
  • Mehdi Raissi -- IMF 
  • Efrem Castelnuovo -- Unversity of Padova
  • Giang Ho -- IMF (R.I.P.)
  • Raphael Espinoza -- (IMF)
  • ​James Costain -- Banco de Espana
  • Omar Rachedi -- (Banco de Espana)
  • Milan Lisicky -- European Comission, DG ECFIN
  • Rudolfs Bems -- IMF
  • ...










Essentials...

  • How much Force can Yoda output? (xkcd)
  • D I L B E R T   ! ! ! (the ultimate wisdom)

  • LMGTFY
  • WIKIPEDIA -- I support Wikipedia, do you?
  • The Onion - America's Finest News Source
  • Zero Hedge
  • Merriam Webster
  • Morningstar

  • Guffipedia (Lucy Kellaway’s dictionary of business jargon and corporate nonsense)




 
Some underrated ECON reading...

  • The Pretense of Knowledge, (1974 Nobel speech of F.A. Hayek)

  • Money and Monetary Policy (Josef Jilek) Always happy to recall lectures of my finance professor and emphasis on accounting of money creation.
  • Money creation in the modern economy (Bank of England)
  • How do banks create money... (Richard Werner)

  • How to build an economic model in your spare time... (great reading by Hal Varian)
  • Some skeptical observations on Real Business Cycle theory, Lawrence Summers, 1986

  • The Cult of Statistical Significance, D. McCloskey and S.T. Ziliak
  • The Standard Error of Regressions, McCloskey and Ziliak
  • Specification Searches (Edward E. Leamer, 1978)
  • Let's take con out of econometrics (Edward E. Leamer, 1983)
  • Tantalus on the Road to Asymptopia (Edward E. Leamer, 2010)
  • Causal Inference in Statistics: An Overview (Judea Pearl)
  • Forecasting without Significance Testing (Kostenko, Hyndman)
  • Notes on time series analysis, ARIMA models and signal extraction,  Regina Kaiser and Augustin Maravall
  • Cochrane on Unit Roots... (John Cochrane)
  • Time series for macroeconomics and finance, John Cochrane
  • Understanding Non-Bayesians, Christopher Sims

Statistical Learning (Machine Learning)

  • Statistical Learning with Sparsity [Hastie, Tibshirani, Wainwright]
  • Introduction to Stat Learning [James, Witten, Hastie, Tibshirani]
  • Deep Learning (book) [Goodfellow, Bengio, Courville]


Inve$ting and Asset Pricing...





Data Visualization

Stephen Few Blog (Visual Business Inteligence on Perceptual Edge)
Alberto Cairo :: The Functional Art 
InfoEsthetics 
An Economist's Guide to Visualizing Data (J. Schwabish, JoEP)

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  • Home
  • About
  • Recent Work
  • Projects
    • Machine Learning for Economists
    • SVTbx :: Valuation Toolbox
    • Housing Valuation Monitor
    • Stock Market Valuation
    • Lecture notes and teaching
  • CODE
    • System Priors
    • Observables Decomposition
    • Trend-Cycle BVAR Tbx
    • Phillips Curve
    • OTHER
  • Links
  • Contact
  • Blog