End-to-End Python implementation of Dávila-Fernández & Sordi's (2025) methodology for FX-constrained growth modeling (in emerging markets). Features Bayesian state-space estimation via Gibbs sampling with FFBS algorithm, heterogeneous agent simulation (fundamentalists/chartists), and nonlinear dynamics analysis.
python pandas scientific-computing econometrics agent-based-modeling bayesian-inference nonlinear-dynamics mcmc sensitivity-analysis chaos-theory time-series-analysis computational-economics development-economics state-space-models digital-twin foreign-exchange behavioral-finance trade-theory research-replication macroeconomic-modeling
-
Updated
Aug 31, 2025 - Jupyter Notebook