IMFGAR / GaR
☆60Updated 2 months ago
Related projects ⓘ
Alternatives and complementary repositories for GaR
- A curated list of Vector Autoregression resources☆53Updated last year
- Macro with Python☆52Updated 3 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆40Updated last year
- R package for Bayesian Vector Autoregression☆30Updated 4 years ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆99Updated 2 years ago
- Resources for undergraduate course in computational macroeconomics.☆72Updated last year
- ☆39Updated 5 years ago
- Computational Economics with Python☆42Updated 6 years ago
- ☆18Updated 5 years ago
- Lexicon-based Sentiment Analysis for Economic and Financial Applications in R☆23Updated 8 months ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆43Updated last month
- Library for solving, simulating, and estimating the Solow (1956) model of economic growth.☆36Updated 7 years ago
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆31Updated 4 years ago
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆32Updated 3 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆32Updated 4 months ago
- Big Data Applications in Finance module (MSc level)☆15Updated 3 years ago
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆26Updated this week
- Key: time series analysis, forecasting of GDP growth, macroeconomic, Kalman-filtering techniques, and a dynamic factor model.☆10Updated 4 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆26Updated last year
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆13Updated last year
- R code for the IMF edX course on Macroeconomic Forecasting☆14Updated 8 years ago
- Graduate level econometrics labs in Python/R☆44Updated 11 years ago
- Calibrate, estimate and analyze linearized DSGE models.☆30Updated 2 months ago
- Implementation of the models from "Monetary Economics 2e" by Godley and Lavoie, 2012☆69Updated 2 years ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆36Updated 2 years ago
- ECON457 2018 Applied Computational Economics and Finance☆25Updated 7 years ago
- [IrisToolbox] for Macroeconomic Modeling☆92Updated 7 months ago
- Jupyter notebooks illustrating solutions to computational macroeconomic problems☆16Updated 3 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆26Updated 3 years ago
- Course on Macroeconometrics (graduate level)☆54Updated 2 years ago