Code

Public Goods

elenev.github.io

Quarto Julia Typst Source code for this website. A central YAML data file keeps publications, CV, and presentations in sync across pages, and drives a Typst-generated PDF CV.

Julia Package for Bayesian estimation of Vector Autoregressions. Supports multiple prior specifications including Minnesota and natural conjugate priors, suitable for structural identification and forecasting.

FRED.jl

Julia Interface to the Federal Reserve Economic Data (FRED) API. Provides a simple API for downloading macroeconomic time series from the St. Louis Fed’s FRED database.

FOMCMeetings.jl

Julia Package that scrapes and returns FOMC meeting dates. Provides historical and scheduled Federal Reserve policy meeting dates for use in event studies and high-frequency identification.

WRDS.jl

Julia Interface to Wharton Research Data Services (WRDS), inspired by the official Python package. Enables querying Compustat, CRSP, and other WRDS databases directly.

ManagedDataSources.jl

Julia Package providing a unified abstraction for managing data sources across locations and formats. Designed for reproducible research workflows involving heterogeneous datasets stored locally or in the cloud.

localprojections

Python Implementation of Jordà (2005) local projections for impulse response estimation. A lightweight, sklearn-style tool for local projection regressions commonly used in empirical macroeconomics.

fof

Python Downloader for the Federal Reserve’s Flow of Funds (Financial Accounts, Z.1 release). Provides a convenient interface to balance sheet data for all sectors of the U.S. economy.

Replication Packages

CovidBailouts

MATLAB Code replicating the quantitative results of “Can the Covid Bailouts Save the Economy?” (Elenev, Landvoigt, Van Nieuwerburgh).

MacroModelProducersIntermediaries

MATLAB Code replicating the quantitative results of “A Macroeconomic Model with Financially Constrained Producers and Intermediaries” (Elenev, Landvoigt, Van Nieuwerburgh).