FRBNY-TimeSeriesAnalysis / Nowcasting
Nowcasting
☆210Updated 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 3 years ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆100Updated 2 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆41Updated last year
- Calculate U.S. equity (portfolio) characteristics☆84Updated 5 months ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆270Updated 2 months ago
- Empirical Data and Some Simulation Codes☆101Updated 5 years ago
- ☆102Updated 3 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆101Updated last month
- Code to get data from WRDS to PostgreSQL☆46Updated 2 months ago
- Quantitative Economics☆134Updated 8 years ago
- A PhD course in Applied Econometrics and Panel Data☆302Updated 3 months ago
- Pricing the Term Structure with Linear Regressions☆35Updated 6 years ago
- Example code of simple things one can do with our open-source asset pricing data☆51Updated 4 months ago
- A curated list of Vector Autoregression resources☆54Updated last year
- Key: time series analysis, forecasting of GDP growth, macroeconomic, Kalman-filtering techniques, and a dynamic factor model.☆10Updated 4 years ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆47Updated 2 months ago
- ☆68Updated 2 years ago
- Financial research data services for academics.☆86Updated 4 months ago
- Economic Impact of Federal Reserve Speeches and Press Releases☆13Updated 5 years ago
- Calibrate, estimate and analyze linearized DSGE models.☆33Updated 4 months ago
- ☆37Updated 8 months ago
- ☆61Updated 4 months ago
- Spectral decomposition of spillover measures☆99Updated last year
- ☆83Updated 6 months ago
- qrm☆229Updated last year
- R package for GARCH-MIDAS☆31Updated 5 years ago
- An R package for using mixed-frequency GARCH models☆69Updated 2 years ago
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆28Updated last month
- Dynamic Stochastic Equilibrium Models (DSGE) in Python☆143Updated 6 years ago
- Course Website on Macroeconomic Analysis with Machine Learning and Big Data☆114Updated 11 months ago