https://github.com/enweg/transmissionchannelanalysis.jl
Transmission Channel Analysis in Dynamic Models
https://github.com/enweg/transmissionchannelanalysis.jl
causal-analysis julia julia-language macroeconomics monetary-policy time-series transmission-channel
Last synced: 4 months ago
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Transmission Channel Analysis in Dynamic Models
- Host: GitHub
- URL: https://github.com/enweg/transmissionchannelanalysis.jl
- Owner: enweg
- License: mit
- Created: 2023-04-11T12:47:31.000Z (about 3 years ago)
- Default Branch: main
- Last Pushed: 2025-06-20T07:31:08.000Z (about 1 year ago)
- Last Synced: 2025-11-21T13:16:26.288Z (7 months ago)
- Topics: causal-analysis, julia, julia-language, macroeconomics, monetary-policy, time-series, transmission-channel
- Language: Julia
- Homepage: https://arxiv.org/abs/2405.18987
- Size: 244 KB
- Stars: 5
- Watchers: 1
- Forks: 2
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# TransmissionChannelAnalysis.jl
`TransmissionChannelAnalysis.jl` provides a suite of functions for conducting transmission channel analysis (TCA) in Julia. It includes both standard methods—which are sufficient for most users—and more advanced, customisable techniques.
Install the package using
```jl
] add TransmissionChannelAnalysis
```
or
```jl
using Pkg;
Pkg.add("TransmissionChannelAnalysis")
```
👉 **[Visit the Documentation](https://enweg.github.io/tca-website/)**
📄 **[Read the Paper](https://arxiv.org/abs/2405.18987)**