Alternatives and similar repositories for Global-Macro-Database-Python

Users that are interested in Global-Macro-Database-Python are comparing it to the libraries listed below

• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆19Updated last year
• Alexander-M-Dickerson / TRACE-corporate-bond-processing
  Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
  ☆53Updated last year
• jessegrabowski / gEconpy
  A collection of tools for working with DSGE models in python, inspired by the R package gEcon
  ☆35Updated 3 months ago
• ani1231091 / Real-Business-Cycle
  RBC Model Jupyter Notebook
  ☆10Updated 6 years ago
• gusamarante / dsgepy
  Calibrate, estimate and analyze linearized DSGE models.
  ☆35Updated 7 months ago
• velikov-mihail / AssayingAnomalies
  MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
  ☆44Updated 2 years ago
• QuantEcon / dynamic_factor_models
  ☆41Updated 6 years ago
• ncachanosky / Macro-with-Python
  Macro with Python
  ☆54Updated 4 years ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆18Updated 5 years ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆20Updated last year
• ZhangZhiHu / assetPricing
  ☆24Updated 8 years ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆20Updated 3 years ago
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆60Updated 2 years ago
• marcinbielecki / Applied_Macroeconomics
  Applied Macroeconomics, a course taught at the University of Warsaw
  ☆20Updated 4 years ago
• kvasilopoulos / awesome-var
  A curated list of Vector Autoregression resources
  ☆61Updated 2 years ago
• GiulioRossetti94 / PyBondLab
  ☆33Updated 6 months ago
• romainlafarguette / granulariv
  Granular instrumental variables, using Gabaix and Koijen paper (2020)
  ☆20Updated 3 years ago
• IMFGAR / GaR
  ☆65Updated last year
• mauep2025 / Global-Oil-Market
  This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …
  ☆27Updated 2 years ago
• andreachello / Applied-Econometric-Time-Series
  A repository to explore the concepts of applied econometrics in the context of financial time-series.
  ☆41Updated 5 years ago
• lucabarbaglia / t-VAR
  Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…
  ☆19Updated 4 years ago
• bashtage / mfe-toolbox
  ☆109Updated 4 years ago
• MagnusDahlquist / PhD403
  PhD 403: Empirical Asset Pricing
  ☆28Updated 7 years ago
• baptiste-meunier / Nowcasting_toolbox
  Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…
  ☆52Updated 5 months ago
• AlexMeyer-Gohde / Rep-MMB
  Replication Toolbox of the Macroeconomic Model Data Base (MMB)
  ☆15Updated 11 months ago
• mk0417 / open-asset-pricing-download
  ☆52Updated 2 months ago
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆130Updated 4 years ago
• bank-of-england / MachineLearningCrisisPrediction
  ☆41Updated last year
• py-econometrics / gmm
  Generalized Method of Moments estimation
  ☆13Updated 9 months ago
• geoluna / FactorModels
  A python implementation of McCracken & Ng (2017) Matlab code which is used to estimate factor models and make predictions on the basis of…
  ☆19Updated 6 years ago