yildirim-masters-thesis
"Global Real Interest Rate Dynamics and Monetary Policy Announcements"
Science Score: 13.0%
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Low similarity (7.6%) to scientific vocabulary
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Repository
"Global Real Interest Rate Dynamics and Monetary Policy Announcements"
Basic Info
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Metadata Files
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
- Repositories: 1
- Profile: https://github.com/yildirimalper
MSc in Economics at @unibonn Research Assistant at the IFS
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