A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.
☆17Jan 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
- 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
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Recently inflation is a popular topic in Poland and is highest since 2001. Experts presume inflation in Poland should continue to rise, a…☆18Mar 11, 2024Updated 2 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 2 months ago
- Economic Impact of Federal Reserve Speeches and Press Releases☆14May 5, 2019Updated 7 years ago
- 用SVM构建高频交易策略☆13Oct 21, 2019Updated 6 years ago
- ProbPy is a comprehensive repository dedicated to providing an extensive collection of probability puzzles, riddles, and solutions typica…☆12Jun 27, 2023Updated 3 years ago
- Multi-factor Risk Models of Asset or Portfolio Returns☆10May 4, 2021Updated 5 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
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- 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
- Diebold-Mariano statistical test☆13Jan 9, 2025Updated last year
- Macro with Python☆54May 25, 2021Updated 5 years ago
- Exposes a common API in Python for the Macrobobond Web and Client data APIs☆19Updated this week
- Machine learning methods for identifing investment factors☆21Nov 9, 2021Updated 4 years ago
- Some examples of how to do some core things in Git☆10Apr 12, 2019Updated 7 years ago
- Elements of Financial Risk Management in Python☆12Jan 10, 2021Updated 5 years ago
- ☆17Jul 22, 2026Updated 3 weeks 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.
- Dynamic Nelson Siegel Model☆14Mar 6, 2019Updated 7 years ago
- [ICLR 2026] Official code for PairFlow: Closed-Form Source-Target Coupling for Few-Step Generation in Discrete Flow Models☆17Jul 3, 2026Updated last month
- 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 4 months ago
- SOFR curve bootstrapping☆28Jul 17, 2020Updated 6 years ago
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆18Jan 18, 2023Updated 3 years ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆68May 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
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- 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 last year
- Package for extracting emotions from social media text. Tailored for financial data.☆21Feb 15, 2024Updated 2 years ago
- Fundamental Factor Model based on Bloomberg☆11Mar 30, 2017Updated 9 years ago
- Multivariate GARCH modelling in Python☆16Jul 1, 2026Updated last month
- Multivariate GARCH Models☆18Aug 31, 2025Updated 11 months 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☆28Jul 9, 2026Updated last month