FRBNY-TimeSeriesAnalysis / Nowcasting
Nowcasting
☆213Updated 5 years ago
Alternatives and similar repositories for Nowcasting:
Users that are interested in Nowcasting are comparing it to the libraries listed below
- Python Nowcasting☆119Updated 4 years ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆101Updated 2 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆43Updated last year
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆278Updated 3 months ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆99Updated last month
- Code to get data from WRDS to PostgreSQL☆46Updated 3 months ago
- ☆102Updated 3 years ago
- Calculate U.S. equity (portfolio) characteristics☆86Updated 6 months ago
- ☆61Updated 5 months ago
- Quantitative Economics☆135Updated 8 years ago
- Dynamic Stochastic Equilibrium Models (DSGE) in Python☆144Updated 6 years ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆47Updated 3 months ago
- Calibrate, estimate and analyze linearized DSGE models.☆33Updated 5 months ago
- Empirical Data and Some Simulation Codes☆101Updated 5 years ago
- Composite Indicators Framework for Business Cycle Analysis☆59Updated 2 years ago
- [IrisToolbox] for Macroeconomic Modeling☆92Updated 9 months ago
- Example code of simple things one can do with our open-source asset pricing data☆52Updated 5 months ago
- A collection of Dynare models☆459Updated 5 months ago
- An R package for using mixed-frequency GARCH models☆69Updated 2 years ago
- Empirical macro toolbox☆133Updated 5 months ago
- Spectral decomposition of spillover measures☆100Updated last year
- 2018-2019 Quantitative Macroeconomics, UAB☆70Updated 5 years ago
- Read WRDS datasets remotely (from wrds-cloud) into a Pandas dataframe. For any issues with this package, please contact wrds-support@whar…☆132Updated last week
- ☆68Updated 2 years ago
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆29Updated 2 months ago
- Key: time series analysis, forecasting of GDP growth, macroeconomic, Kalman-filtering techniques, and a dynamic factor model.☆11Updated 4 years ago
- Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS)☆59Updated 3 years ago
- A PhD course in Applied Econometrics and Panel Data☆302Updated 4 months ago
- ☆84Updated 7 months ago
- A framework for financial systemic risk valuation and analysis.☆168Updated 2 years ago