☆19Mar 21, 2019Updated 7 years ago
Alternatives and similar repositories for rstarGlobal
Users that are interested in rstarGlobal are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Code for Chinn, M. D., Meunier, B., Stumpner, S. (2023). "Nowcasting World Trade with Machine Learning: a Three-Step Approach", NBER Work…☆13Dec 9, 2025Updated 10 months ago
- Nowcasting☆236Sep 26, 2019Updated 7 years ago
- [IrisToolbox] for Macroeconomic Modeling☆99Apr 17, 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…☆36Sep 1, 2026Updated 2 months ago
- This repository replicates the figures from the 3rd edition of the book "Recursive Macroeconomic Theory" by Lars Ljungqvist and Thomas J.…☆12Feb 9, 2016Updated 10 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Replicates the script for generating the Wu Xia shadow rate term structure model in python☆10Jan 12, 2016Updated 10 years ago
- Collection of linear & nonlinear (Kalman) Filters for economic models☆11Jul 11, 2024Updated 2 years ago
- ☆17Oct 20, 2021Updated 5 years ago
- Mixed Frequency State Space toolbox☆17Jan 29, 2024Updated 2 years ago
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆20Jan 30, 2025Updated last year
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆59Oct 7, 2026Updated 3 weeks ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆148Jul 1, 2026Updated 4 months ago
- ☆53Dec 8, 2025Updated 10 months ago
- ☆116Dec 16, 2021Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Matlab implementation of "Iterated Cumulative Sum of Squares for retrospective detection of changes of variance"☆11Aug 20, 2013Updated 13 years ago
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆13Jan 2, 2023Updated 3 years ago
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆17Jan 1, 2021Updated 5 years ago
- Economic Impact of Federal Reserve Speeches and Press Releases☆14May 5, 2019Updated 7 years ago
- Ambrogio Cesa-Bianchi's VAR Toolbox☆197Aug 18, 2026Updated 2 months ago
- ☆43May 7, 2024Updated 2 years ago
- Full dataset of Reuters composed of 8,551,441 news titles, links and timestamps (Jan 2007 - Aug 2016). Generate your own up to today!☆13Nov 8, 2017Updated 8 years ago
- Macroeconomic modelling database (MMB) replication files archive☆58Aug 13, 2024Updated 2 years 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☆17Mar 21, 2021Updated 5 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Markov-Switching State-Space Models☆15Jun 8, 2023Updated 3 years ago
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆27Jan 25, 2018Updated 8 years ago
- Use machine learning (NLP) to demonstrate whether Federal Funds rate changes can be accurately predicted using just the FOMC - the US Fed…☆19Sep 8, 2019Updated 7 years ago
- Consolidated codes for articles published on Medium☆14Feb 1, 2021Updated 5 years ago
- ☆26May 4, 2021Updated 5 years ago
- We investigate the connectedness of GDP growth risk over 12 OECD member countries. Understanding the Growth-at-Risk of GDP has been a pop…☆10Jun 8, 2020Updated 6 years ago
- Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …☆11Mar 30, 2021Updated 5 years ago
- Yield Curve Modeling Using Dynamic Gaussian Processes☆16May 29, 2022Updated 4 years ago
- This repository contains a collection of functions to evaluate investment strategies regarding multiple testing concerns.☆11Apr 28, 2025Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆64Nov 5, 2023Updated 3 years ago
- Forecasting the S&P 500 ten years into the future using a variety of time series models☆20May 8, 2020Updated 6 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28May 23, 2023Updated 3 years ago
- Solution to model of Gertler and Kiyotaki (AER, 2015)☆11Aug 2, 2017Updated 9 years ago
- Replication codes for several of my projects☆16Apr 16, 2026Updated 6 months ago
- Empirical macro toolbox☆161Updated this week
- ☆21Feb 6, 2022Updated 4 years ago