FRBNY-TimeSeriesAnalysis / NowcastingLinks
Nowcasting
☆223Updated 6 years ago
Alternatives and similar repositories for Nowcasting
Users that are interested in Nowcasting are comparing it to the libraries listed below
Sorting:
- Python Nowcasting☆131Updated 4 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆60Updated last year
- ☆108Updated 3 years ago
- ☆63Updated last year
- Quantitative Economics☆139Updated 9 years ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆103Updated 3 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆120Updated 9 months ago
- Calibrate, estimate and analyze linearized DSGE models.☆34Updated 4 months ago
- Economic Impact of Federal Reserve Speeches and Press Releases☆13Updated 6 years ago
- Macro with Python☆54Updated 4 years ago
- Empirical Data and Some Simulation Codes☆105Updated 6 years ago
- This repository includes replication code and raw data used in the construction of the Global Macro Database.☆159Updated last week
- Code to get data from WRDS to PostgreSQL☆50Updated last month
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆51Updated 11 months ago
- Course Website on Macroeconomic Analysis with Machine Learning and Big Data☆129Updated last year
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆27Updated 2 years ago
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆36Updated 10 months ago
- A curated list of Vector Autoregression resources☆60Updated 2 years ago
- Dynamic Stochastic Equilibrium Models (DSGE) in Python☆150Updated 7 years ago
- [IrisToolbox] for Macroeconomic Modeling☆94Updated last year
- RBC Model Jupyter Notebook☆10Updated 6 years ago
- ☆39Updated last year
- ☆19Updated 6 years ago
- 2018-2019 Quantitative Macroeconomics, UAB☆76Updated 6 years ago
- A framework for financial systemic risk valuation and analysis.☆176Updated 2 years ago
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆16Updated 2 years ago
- ☆51Updated 7 months ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆35Updated last year
- CentralBankRoBERTA is a large language model. It combines an economic agent classifier that distinguishes five basic macroeconomic agents…☆22Updated last year
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆20Updated 3 years ago