Alternatives and similar repositories for neverhpfilter

Users that are interested in neverhpfilter are comparing it to the libraries listed below

• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆35Updated this week
• gabrielrvsc / HDeconometrics
  Set of R functions for high-dimensional econometrics
  ☆33Updated 5 years ago
• tylerJPike / sovereign
  State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…
  ☆12Updated 2 years ago
• gregorkastner / stochvol
  Partial re-write of the R package stochvol to allow for asymmetry (leverage).
  ☆17Updated 6 months ago
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆29Updated 5 months ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆34Updated 7 months ago
• paulofelipe / cp2015
  Caliendo and Parro (2015) quantitative trade model in R.
  ☆12Updated 5 months ago
• skranz / EconJournalData
  Shiny App to Search for Economics Articles with Data Supplements
  ☆9Updated 3 years ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆27Updated last year
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆18Updated 5 years ago
• MatthieuStigler / tsDyn
  tsDyn
  ☆34Updated 6 months ago
• heimbergecon / pubdebt-growth
  This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…
  ☆15Updated 2 years ago
• chenyang45 / BoostedHP
  packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"
  ☆12Updated 2 years ago
• schoulten / macroview
  Dashboard: Macroeconomic Data of Brazil
  ☆11Updated 2 years ago
• bsvars / bsvarSIGNs
  Bayesian SVARs with Sign, Zero, and Narrative Restrictions
  ☆17Updated last month
• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆20Updated 9 years ago
• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆17Updated last year
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆41Updated 4 years ago
• tomzylkin / penppml
  Penalized Poisson Pseudo Maximum Likelihood
  ☆12Updated 3 months ago
• andrea-luciani / bimets
  Time Series And Econometric Modeling In R
  ☆17Updated 5 months ago
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated last year
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆32Updated 6 months ago
• joshuaulrich / rfimport
  getSymbols() reboot
  ☆17Updated 6 months ago
• onnokleen / alfred
  An R-package for obtaining real-time data from ALFRED database
  ☆19Updated 2 years ago
• tylerJPike / OOS
  Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …
  ☆10Updated 4 years ago
• groditi / blsR
  BLS API V2 interface
  ☆14Updated last year
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆31Updated 8 months ago
• dcascaldi / pandemic_priors
  A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…
  ☆9Updated 11 months ago
• edrubin / EC524W21
  Masters-level applied econometrics course—focusing on prediction—at the University of Oregon (EC424/524 during Winter quarter, 2021 Taugh…
  ☆18Updated 4 years ago
• zedtaha / nardl
  nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model
  ☆15Updated 3 years ago