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Posts | Chad Fulton
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Below are a handful of posts and iPython Notebooks that store thoughts and documentation for some of the things I've worked on. June 7, 2016 5:48 PM. Markov switching dynamic regression. June 7, 2016 5:48 PM. Dynamic factors and coincident indices. August 12, 2015 10:46 AM. Bayesian state space estimation in Python via Metropolis-Hastings. July 31, 2015 5:04 PM. Estimating a Real Business Cycle DSGE Model by Maximum Likelihood in Python. June 21, 2015 9:37 AM. June 6, 2015 3:21 PM. May 24, 2015 9:57 AM.
Chad Fulton
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BA, MS, PhD candidate. Economics, University of Oregon. Rational inattention, Prices, Multi-sector. Python, MATLAB, R, Stata. I am joining the Board of Governors of the Federal Reserve System as an Economist. Google Summer(s) of Code. Time-Series Econometrics in Python. I spent three summers (2013, 2014, and 2015) participating in Google Summer of Code. On behalf of Statsmodels. An open source project bringing statistical and econometric modeling tools to the Python. 2014) State space models. Developed s...
Code | Chad Fulton
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Economics and quantitative methods. Computational tools are an inescapable component of modern economic research. It seems clear that when it comes to coding, most of us (economists) remain in the region of increasing returns. Wishart random variables and sampling. Estimation of Markov switching models. Estimation of state space models. Scipy: Wishart random variables and sampling. Statsmodels: Markov switching dynamic regression and autoregression. Markov dynamic regression models. VAR, Dynamic Factors.
Teaching | Chad Fulton
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I will be the instructor for EC370 - Money and Banking. I served as a primary instructor for:. EC421 - Introduction to Econometrics. EC313 - Intermediate Macroeconomic Theory (x2). EC202 - Introduction to Economic Analysis: Macroeconomics. EC340 - Issues in Public Economics. I have served as a teaching assistant for:. EC201 - Introduction Microeconomics. EC202 - Introduction to Macroeconomics. EC320 - Introduction to Econometrics (x2). I have served as a grader for:. EC340 - Issues in Public Economics.
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Chad Fulton
BA, MS, PhD. Economics, University of Oregon. Rational inattention, Prices. Python, MATLAB, R, Stata, Javascript. 1] Expected, 2016. Google Summer(s) of Code. Time-Series Econometrics in Python. I spent two summers (2013 and 2014) participating in Google Summer of Code. On behalf of Statsmodels. An open source project bringing statistical and econometric modeling tools to the Python. Programming language. For more information, see the Code. Section. In brief, my contributions included:. Between undergrad...
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