Alternatives and similar repositories for neverhpfilter:

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

• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆17Updated 5 years ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆31Updated 4 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 8 months ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆26Updated last year
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆31Updated 4 months ago
• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆19Updated 8 years ago
• gabrielrvsc / HDeconometrics
  Set of R functions for high-dimensional econometrics
  ☆31Updated 4 years ago
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆27Updated last month
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆30Updated 3 months ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆29Updated 4 months ago
• bsvars / bsvarSIGNs
  Bayesian SVARs with Sign, Zero, and Narrative Restrictions
  ☆13Updated this week
• MatthieuStigler / tsDyn
  tsDyn
  ☆34Updated 3 months ago
• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆14Updated last year
• hannes101 / TimeVaryingCointegration
  R Implementation of the Time Varying Cointegration by Bierens and Martins 2010
  ☆10Updated 8 years ago
• skranz / EconJournalData
  Shiny App to Search for Economics Articles with Data Supplements
  ☆9Updated 2 years ago
• mpfarrho / tvp-network-panel
  TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…
  ☆10Updated 3 years ago
• ryanedmundkessler / suptCriticalValue
  R function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)
  ☆9Updated last year
• alexCardazzi / lpdid
  ☆13Updated 7 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…
  ☆14Updated 2 years ago
• chenyang45 / BoostedHP
  packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"
  ☆11Updated 2 years ago
• tylerJPike / OOS
  Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …
  ☆9Updated 3 years ago
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆38Updated 3 years ago
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated last year
• bcallaway11 / twfeweights
  TWFE weights
  ☆9Updated 3 months ago
• andrewchbaker / BaGel
  Codes to replicate analysis in Baker & Gelbach (2020)
  ☆11Updated 4 years ago
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆46Updated 2 years ago
• angusmoore / tvarGIRF
  GIRFs for threshold VARs from the R tsDyn package
  ☆7Updated 2 years ago
• MikeWolf007 / covShrinkage
  A package for shrinkage estimation of covariance matrices
  ☆12Updated 11 months ago
• grantmcdermott / ds4e
  Data Science for Economists and Other Animals
  ☆28Updated 3 years ago
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆30Updated 4 years ago