yildirim-masters-thesis

"Global Real Interest Rate Dynamics and Monetary Policy Announcements"

https://github.com/yildirimalper/yildirim-masters-thesis

Science Score: 13.0%

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    Low similarity (7.6%) to scientific vocabulary

Keywords

finance macroeconomics monetary-policy
Last synced: 6 months ago · JSON representation

Repository

"Global Real Interest Rate Dynamics and Monetary Policy Announcements"

Basic Info
  • Host: GitHub
  • Owner: yildirimalper
  • Language: Python
  • Default Branch: main
  • Homepage:
  • Size: 243 MB
Statistics
  • Stars: 0
  • Watchers: 1
  • Forks: 0
  • Open Issues: 0
  • Releases: 0
Topics
finance macroeconomics monetary-policy
Created almost 2 years ago · Last pushed over 1 year ago
Metadata Files
Readme Citation

README.md

Global Real Interest Rate Dynamics and Monetary Policy Announcements

This repository contains the source code and data for my master's thesis project. The project explores the relationship between global financial cycles, long-term government bond yields, and monetary policy decisions.

Project Overview

to be written

Repository Structure

plain src/ | data_visualization/ | fetch_data/ | handle_bond_data/ | hillenbrand_replication/ | regression_analysis/ original_data/ | australian_bond_yields/ | boc_bond_yields/ | boe_gilt_yields/ | france_oat_yields/ | german_bund_yields/ | japanese_bond_yields/ | swiss_bond_yields/ | gurkaynak2007.xlsx | gurkaynak2010.xls | dxy.csv | long_term_historical_rates.py processed_data/ | monetary_policy_dates/ | yield_data/ | control_variables/ | hillenbrand_replication.csv sandbox/ figures/ paper/ utils/ | time_windows.py environment.yml CITATION report.pdf README.md

Setup and Installation

To clone this repository in your local machine,

shell git clone https://github.com/yildirimalper/yildirim-masters-thesis

After cloning repository, by using the environment.yml file, you can recreate the exact environment required for the project with:

shell conda env create -f environment.yml conda activate masters_thesis

Acknowledgments

I would like to thank Dr. Janko Heineken for his guidance and support throughout the project.

Owner

  • Name: Alper Yıldırım
  • Login: yildirimalper
  • Kind: user
  • Location: Bonn, Germany

MSc in Economics at @unibonn Research Assistant at the IFS

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Dependencies

environment.yml pypi
  • kaleido *
  • pdbp *
  • stargazer *
  • xlrd *