A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.
☆18Jan 1, 2021Updated 5 years ago
Alternatives and similar repositories for Inflation-Nowcast-Model
Users that are interested in Inflation-Nowcast-Model are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- An economic forecasting model based on Factor Augmented VAR (FAVAR). The FAVAR approach is superior than classic VAR as it incorporates a…☆16Dec 30, 2020Updated 5 years ago
- A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python☆34Oct 14, 2021Updated 4 years ago
- ☆21Feb 6, 2022Updated 4 years ago
- Python code for dynamic facctor model. (Preliminary and in progress)☆22Dec 2, 2017Updated 8 years ago
- Forecasting Inflation in a data-rich environment: the benefits of machine learning methods☆13Apr 19, 2019Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆16Dec 3, 2020Updated 5 years ago
- Computational data tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation un…☆15May 1, 2017Updated 9 years ago
- Annual Inflation, GDP deflator and consumer prices☆25May 22, 2026Updated 4 months ago
- Economic Impact of Federal Reserve Speeches and Press Releases☆14May 5, 2019Updated 7 years ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 6 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 6 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated last year
- Uses an LSTM to predict the next days stock movement based on sequence of previous days☆13Mar 9, 2021Updated 5 years ago
- Macro with Python☆55May 25, 2021Updated 5 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.
- Python library for finding English tenses in sentences☆12Jun 9, 2019Updated 7 years ago
- Exposes a common API in Python for the Macrobobond Web and Client data APIs☆20Updated this week
- Machine learning methods for identifing investment factors☆21Nov 9, 2021Updated 4 years ago
- Elements of Financial Risk Management in Python☆12Jan 10, 2021Updated 5 years ago
- TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…☆11Jul 18, 2022Updated 4 years ago
- 参照最新债券收益率计算方法计算债券的全价、净价、现金流、敏感性分析(久期、修正久期、关键期限久期、凸性),以及单个债券及组合 VaR☆19May 10, 2017Updated 9 years ago
- ☆17Aug 27, 2026Updated last month
- Dynamic Nelson Siegel Model☆14Mar 6, 2019Updated 7 years ago
- ☆25Mar 29, 2022Updated 4 years ago
- 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.
- [ICLR 2026] Official code for PairFlow: Closed-Form Source-Target Coupling for Few-Step Generation in Discrete Flow Models☆18Jul 3, 2026Updated 2 months ago
- Code to simplify data extraction using the Bloomberg desktop API for VBA Users. Can pull reference data, bulk reference data, historical …☆14Oct 18, 2024Updated last year
- Replication codes for several of my projects☆16Apr 16, 2026Updated 5 months ago
- SOFR curve bootstrapping☆28Jul 17, 2020Updated 6 years ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆69May 15, 2025Updated last year
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Nov 8, 2020Updated 5 years ago
- Multivariate Markov-Switching Models Regressions Framework☆13May 14, 2020Updated 6 years ago
- A powerful & convenient package for a two-step estimation method of the Factor augmented VAR (FAVAR) model, which is mainly based on RATS…☆20Aug 26, 2024Updated 2 years ago
- Package for extracting emotions from social media text. Tailored for financial data.☆22Feb 15, 2024Updated 2 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Fundamental Factor Model based on Bloomberg☆11Mar 30, 2017Updated 9 years ago
- Multivariate GARCH modelling in Python☆16Jul 1, 2026Updated 2 months ago
- Multivariate GARCH Models☆19Sep 11, 2026Updated 2 weeks ago
- lightweight-charts integration with jupyterlab, using jesse framework to import candles and and use indicators but you can do it with oth…☆31Mar 7, 2022Updated 4 years ago
- Quant Research projects using AWS☆30Jul 9, 2026Updated 2 months ago
- This repository contains dataset for paper FedNLP: An interpretable NLP System to Decode Federal Reserve Communications, published in SIG…☆15Feb 7, 2024Updated 2 years ago
- A basic API for accessing ECB data from the ECB's Data Portal.☆25Mar 24, 2025Updated last year