IMFGAR / GaR
☆60Updated 7 months ago
Alternatives and similar repositories for GaR:
Users that are interested in GaR are comparing it to the libraries listed below
- Econometrics and data manipulation functions.☆113Updated 3 years ago
- Macro with Python☆54Updated 3 years ago
- R package for Bayesian Vector Autoregression☆32Updated 4 years ago
- Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)☆82Updated 3 years ago
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆34Updated 5 months ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆36Updated 2 years ago
- ☆18Updated 6 years ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆102Updated 2 years ago
- A curated list of Vector Autoregression resources☆56Updated last year
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆45Updated last year
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆42Updated last month
- Big Data Applications in Finance module (MSc level)☆15Updated 3 years ago
- A package to simulate, filter, and estimate DSGE models with occasionally binding constraints☆59Updated last week
- Graduate level econometrics labs in Python/R☆44Updated 12 years 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
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆33Updated 9 months ago
- Computational Economics with Python☆42Updated 7 years ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated this week
- Financial Econometrics module (MSc level)☆20Updated 3 years ago
- Course on Macroeconometrics (graduate level)☆55Updated 3 years ago
- Resources for a PhD class module focused on anomalies.☆15Updated 10 months ago
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆39Updated last year
- Calibrate, estimate and analyze linearized DSGE models.☆34Updated last month
- For 'Economics Development II' PhD seminar at CUNY Graduate Center. (older site) Generates docs at:☆43Updated 2 years ago
- This is a Repo for the econ working paper template.☆11Updated last month
- Vector Autoregression augmented with deep learning.☆16Updated last year
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆50Updated 6 months ago
- This repo has code to do primary data cleaning for Compustat / Crsp from WRDS☆19Updated 4 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆27Updated last year