Latest Posts:

  • Oct, 2018
  • Oct 17, 2018A time series course with Julia
  • Last semester, I had a time series course where we implemented some models like the Hodrick-Prescott filter or structural vector autoregressive processes in Julia. The whole thing is available online with the notebooks running on Binder which allows you to run the programming examples in your browser. So, if you plan to use Julia yourself and want to play around a little, that is a place to start.

    As I had not used Julia before and only heard about how fast it is, that it is statically typed, and so on, I was very interested in the beginning, but that changed quickly.

    The main cause of frustration was that the Julia developers released three versions during the time of the course. Version 0.6.4 was released on 9 July 2018, version 0.7.0 and 1.0.0 followed on 8 and 9 August respectively. All versions changed the …