Nowcasting
☆232Sep 26, 2019Updated 6 years ago
Alternatives and similar repositories for Nowcasting
Users that are interested in Nowcasting are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Python Nowcasting☆133Feb 7, 2021Updated 5 years ago
- ☆20Mar 21, 2019Updated 7 years ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆105May 17, 2022Updated 3 years ago
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆32Sep 9, 2020Updated 5 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆62Nov 5, 2023Updated 2 years ago
- Course Website on Macroeconomic Analysis with Machine Learning and Big Data☆134Jan 20, 2024Updated 2 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆35Jul 17, 2024Updated last year
- [IrisToolbox] for Macroeconomic Modeling☆96Apr 17, 2024Updated last year
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆30May 23, 2023Updated 2 years ago
- Key: time series analysis, forecasting of GDP growth, macroeconomic, Kalman-filtering techniques, and a dynamic factor model.☆18Aug 8, 2020Updated 5 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆129Dec 17, 2024Updated last year
- Empirical macro toolbox☆146Nov 26, 2025Updated 3 months ago
- Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)☆932Jan 9, 2026Updated 2 months ago
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆15Mar 21, 2021Updated 5 years ago
- Macro with Python☆54May 25, 2021Updated 4 years ago
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆22Jun 4, 2025Updated 9 months ago
- ☆17Jun 3, 2024Updated last year
- This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time…☆28Aug 14, 2020Updated 5 years ago
- Bayesian Macroeconometrics in R☆92Jul 18, 2022Updated 3 years ago
- A list of various articles that I find helpful for reading about deep learning, forecasting, or macroeconomics☆16May 8, 2018Updated 7 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Sep 25, 2019Updated 6 years ago
- Estimation of heterogeneous agent models using both macro and micro data☆35Dec 21, 2022Updated 3 years ago
- Solving models with numerical methods (economics)☆13Aug 1, 2023Updated 2 years ago
- ☆53Dec 8, 2025Updated 3 months ago
- A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python☆33Oct 14, 2021Updated 4 years ago
- Ambrogio Cesa-Bianchi's VAR Toolbox☆139Jan 27, 2026Updated last month
- 2018-2019 Quantitative Macroeconomics, UAB☆78Mar 12, 2019Updated 7 years ago
- A collection of Dynare models☆541Sep 25, 2025Updated 5 months ago
- Collection of puzzles in macroeconomics☆123Aug 16, 2021Updated 4 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Jun 11, 2018Updated 7 years ago
- 「Pythonで学ぶマクロ経済学 (中級+レベル)」で使うモジュール☆12Dec 5, 2025Updated 3 months ago
- This code solves the Krusell-Smith model in two ways: Perturbation and MIT shock. More details on the model and the solution approach can…☆43Nov 20, 2020Updated 5 years ago
- ☆66Sep 6, 2024Updated last year
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆53Jul 9, 2025Updated 8 months ago
- A Matlab Toolkit for Macroeconomic Models using Value Function Iteration☆101Updated this week
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆27Jun 16, 2025Updated 9 months ago
- Interactive guide to Fernández-Villaverde, Hurtado, and Nuño (2019): "Financial Frictions and the Wealth Distribution".☆99Mar 2, 2020Updated 6 years ago
- ☆109Dec 16, 2021Updated 4 years ago
- A best-efforts collection of open-sourced macroeconomic models run by central banks and other official sector agencies (ie, ministries of…☆188Jul 16, 2025Updated 8 months ago