文件名称:Using MATLAB for Macroeconomic Stress Testing

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  • [Matlab] [源码]
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  • 2017-08-08
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  • 10.97mb
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宏观经济压力测试, 基于宏观经济指标,运用回归的测试(marco economy stress test)
相关搜索: GVAR
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Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\+TimeseriesManagement\+Test\dataTableExample.mat

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\+TimeseriesManagement\+Test\dataTableExampleBis.mat

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\+TimeseriesManagement\+Test\runTest.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\+TimeseriesManagement\+Test\UnitTest.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\+TimeseriesManagement\DifferentialTransform.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\+TimeseriesManagement\GainTransform.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\+TimeseriesManagement\LogTransform.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\+TimeseriesManagement\TimeseriesManager.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\+TimeseriesManagement\TimeseriesManagerFromMATFile.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\+TimeseriesManagement\TimeseriesTransformation.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\+TimeseriesManagement\TransformationSequence.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\+TimeseriesModeling\ForecastModel.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\+TimeseriesModeling\VARModel.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\createVARModelScript.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\2016-macro-scenario-tables\Table 1A Supervisory baseline scenario Domestic.csv

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\2016-macro-scenario-tables\Table 1B Supervisory baseline scenario International.csv

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\2016-macro-scenario-tables\Table 2A Supervisory adverse scenario Domestic.csv

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\2016-macro-scenario-tables\Table 2B Supervisory adverse scenario International.csv

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\2016-macro-scenario-tables\Table 3A Supervisory severely adverse scenario Domestic.csv

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\2016-macro-scenario-tables\Table 3B Supervisory severely adverse scenario International.csv

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\BankOfEngland.mat

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\Data_MacroStressTest.mat

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\ExternalForecast.mat

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\FREDDataSet.mat

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\FREDMacroEconomicFactors.mat

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\HAVERBase.mat

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\HaverDataSet.mat

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\HaverDataSet.xlsx

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\HaverMacroEconomicFactors.mat

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\makePrettyTable.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\PotentialBondPortfolio.xls

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\StressTables.mat

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\UnemploymentRateForecast.mat

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\USEconomy.mat

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\variablepaths2015.xlsx

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\DataSets\YieldCurve.mat

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\finalResults.mat

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\forecastYieldAndPricePortfolio.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\getFigureSize.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\model.mat

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\plotForecasts.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\plotModelForecast.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\plotPortfolioPrices.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\plotUnemploymentRateExternalForecast.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\plotYieldCurve.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\plotYieldCurveFactors.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\plotYieldCurveWithLight.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\Report\createStressTestReport.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\Report\finalResults.mat

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\Report\Images\ForecastConditional.png

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\Report\Images\ForecastExogeneous.png

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\Report\Images\HistoricalData.png

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\Report\Images\HistoricalDataTransformed.png

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\Report\Images\LSC.png

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\Report\Images\unemployment.png

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\Report\Images\ValueConditional.png

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\Report\Images\ValueExogeneous.png

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\Report\Images\Yield.png

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\Report\Images\YieldForecastConditional.png

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\Report\Images\YieldForecastExogeneous.png

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\Report\StressTest.docx

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\Report\StressTest.pdf

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\Report\StressTestReport.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\Report\StressTestTemplate.dotx

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\StressTestingDemoLive.html

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\StressTestingDemoLive.mlx

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\StressTestingDemoLive.pdf

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Deployment\valuePortfolio.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Prototype\GetMacroData.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Prototype\MacroStressTest.m

Using MATLAB for Macroeconomic Stress Testing\MacroStressTest4Prototype\PotentialBondPortfolio.xls

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