IMFGAR / GaR
☆61Updated 7 months ago
Alternatives and similar repositories for GaR:
Users that are interested in GaR are comparing it to the libraries listed below
- A curated list of Vector Autoregression resources☆55Updated last year
- Macro with Python☆54Updated 3 years ago
- R package for Bayesian Vector Autoregression☆30Updated 4 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆44Updated last year
- ☆18Updated 6 years ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆59Updated 2 months ago
- Advanced Financial Econometrics - Trinity Term 2020☆28Updated 4 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28Updated last year
- Econometrics and data manipulation functions.☆113Updated 3 years ago
- Big Data Applications in Finance module (MSc level)☆15Updated 3 years ago
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆40Updated 3 weeks ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆36Updated 2 years ago
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆32Updated 4 months ago
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆14Updated last year
- A Python version of Miranda and Fackler's CompEcon toolbox☆63Updated 2 years ago
- ☆39Updated 6 years ago
- Resources for a PhD class module focused on anomalies.☆14Updated 10 months ago
- Simple wrapper for machine learning models in the context of lead-lag projection modelling.☆25Updated 6 years ago
- Lexicon-based Sentiment Analysis for Economic and Financial Applications in R☆23Updated last year
- Mathematics for Economists (Matlab Live Codes)☆54Updated 4 years ago
- ☆12Updated 3 years ago
- Calibrate, estimate and analyze linearized DSGE models.☆34Updated 3 weeks ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆105Updated 3 months ago
- ☆19Updated 2 years ago
- A collection of tools for working with DSGE models in python, inspired by the R package gEcon☆29Updated 3 weeks ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆48Updated 5 months ago
- Jupyter notebooks authored by Richard Evans☆47Updated 4 years ago
- Python Programming Code for Dynamic Stochastic General Equilibrium Modeling☆41Updated 3 years ago
- Key: time series analysis, forecasting of GDP growth, macroeconomic, Kalman-filtering techniques, and a dynamic factor model.☆11Updated 4 years ago
- Dynamic Factor Models for R☆33Updated 2 weeks ago