☆66Sep 6, 2024Updated 2 years ago
Alternatives and similar repositories for GaR
Users that are interested in GaR are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Quantile Local Projections☆12Aug 8, 2022Updated 4 years ago
- ☆11Apr 19, 2021Updated 5 years ago
- A mirror of the Open Risk white paper collection☆10Sep 1, 2026Updated last month
- ☆23Jun 17, 2024Updated 2 years ago
- ☆19Mar 21, 2019Updated 7 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Nowcasting☆236Sep 26, 2019Updated 7 years ago
- Statistical inference on machine learning or general non-parametric models☆44May 10, 2024Updated 2 years ago
- The asymptotic normal distribution properties☆16Mar 24, 2018Updated 8 years ago
- Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods☆13Nov 29, 2017Updated 8 years ago
- Programmatic access to BIS data☆20May 22, 2018Updated 8 years ago
- Macro Framework Forecasting☆27Oct 4, 2026Updated last week
- Consolidated codes for articles published on Medium☆14Feb 1, 2021Updated 5 years ago
- TVP VAR Workshop☆13Feb 26, 2020Updated 6 years ago
- TikTak: A multistart global optimization algorithm☆43Sep 1, 2023Updated 3 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Python client to read IMF World Economic Outlook (WEO) dataset as pandas dataframe.☆41Jul 9, 2024Updated 2 years ago
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆22Aug 8, 2022Updated 4 years ago
- simple dsge stuff in python☆15Oct 2, 2026Updated last week
- A python framework for risk scoring☆52Sep 28, 2026Updated 2 weeks ago
- Replications and Explorations Made using the ARK☆25Sep 20, 2026Updated 3 weeks ago
- Estimation of heterogeneous agent models using both macro and micro data☆35Dec 21, 2022Updated 3 years ago
- Computation lab☆24Jul 7, 2026Updated 3 months ago
- Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"☆31Jan 15, 2023Updated 3 years ago
- GAS models☆35Jun 11, 2021Updated 5 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 library for generating analytic tests for credit portfolio loss distributions☆34Sep 28, 2026Updated 2 weeks ago
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆17Nov 7, 2022Updated 3 years ago
- Empirical macro toolbox☆158Oct 5, 2026Updated last week
- A toolkit for implementing occasionally binding constraints in Dynare.☆48May 27, 2024Updated 2 years ago
- Library for stochastic process simulation☆14May 22, 2023Updated 3 years ago
- Fetches Daily Data from Google Trends☆12May 2, 2019Updated 7 years ago
- Presentation for IBM Community Day AI☆14Oct 11, 2018Updated 8 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆146Jul 1, 2026Updated 3 months ago
- Minm Is Not Meta: One way to get several RMarkdown-using packages☆11Dec 20, 2025Updated 9 months 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.
- Econometric Analysis of Explosive Time Series☆32Updated this week
- openLGD is a Python powered library for the statistical estimation of Credit Risk Loss Given Default models. It can be used both as stan…☆25Sep 28, 2026Updated 2 weeks ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆69May 15, 2025Updated last year
- Pull data from Federal Reserve Economic Data (FRED) directly into Julia☆69Apr 29, 2024Updated 2 years ago
- Ambrogio Cesa-Bianchi's VAR Toolbox☆196Aug 18, 2026Updated last month
- Writing better R code☆10Jan 3, 2014Updated 12 years ago
- C++ code for a reversible jump Markov chain Monte Carlo algorithm to sample changepoints☆16Feb 14, 2019Updated 7 years ago