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:
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆59Updated last year
- Python Nowcasting☆131Updated 4 years ago
- ☆109Updated 3 years ago
- Code to get data from WRDS to PostgreSQL☆50Updated 2 months ago
- Macro with Python☆54Updated 4 years ago
- Economic Impact of Federal Reserve Speeches and Press Releases☆13Updated 6 years ago
- This repository includes replication code and raw data used in the construction of the Global Macro Database.☆182Updated 3 weeks ago
- CentralBankRoBERTA is a large language model. It combines an economic agent classifier that distinguishes five basic macroeconomic agents…☆22Updated last year
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆52Updated last year
- ☆63Updated 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
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆102Updated 3 years ago
- Calibrate, estimate and analyze linearized DSGE models.☆35Updated 5 months ago
- Resources for a PhD class module focused on anomalies.☆17Updated last year
- ☆39Updated last year
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆37Updated 11 months ago
- Empirical Data and Some Simulation Codes☆105Updated 6 years ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆41Updated 2 years ago
- A curated list of Vector Autoregression resources☆61Updated 2 years ago
- ☆51Updated last week
- Course Website on Macroeconomic Analysis with Machine Learning and Big Data☆129Updated last year
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆332Updated 7 months ago
- Dynamic Stochastic Equilibrium Models (DSGE) in Python☆151Updated 7 years ago
- Quantitative Economics☆139Updated 9 years ago
- [IrisToolbox] for Macroeconomic Modeling☆94Updated last year
- Calculate U.S. equity (portfolio) characteristics☆98Updated last year
- Vector Autoregression augmented with deep learning.☆17Updated last year
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆16Updated 2 years ago
- ☆101Updated this week
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆40Updated 5 years ago