Alternatives and similar repositories for ForecastingInflation

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

• gabrielrvsc / ForecastingInflation
  ☆19Updated 3 years ago
• mpiktas / midasr-user-guide
  ☆11Updated 9 years ago
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆45Updated last year
• AndersAsa / IMF_Macro_Forecasting_R
  R code for the IMF edX course on Macroeconomic Forecasting
  ☆14Updated 9 years ago
• Reckziegel / Large-TVP-VAR
  Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.
  ☆23Updated 7 years ago
• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆17Updated last year
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆27Updated last year
• 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
• lcallot / lassovar
  Estimation and forecasting of VAR model with the Lasso
  ☆29Updated last week
• cran / rumidas
   This is a read-only mirror of the CRAN R package repository. rumidas — Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MI…
  ☆11Updated last month
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆17Updated 11 months ago
• dkaenzig / replicationOilSupplyNews
  Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021
  ☆14Updated last year
• QuantLet / GrangerCausalityTestInQuantile
  ☆11Updated 3 months ago
• MikeWolf007 / covShrinkage
  A package for shrinkage estimation of covariance matrices
  ☆12Updated last year
• tylerJPike / sovereign
  State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…
  ☆12Updated 2 years ago
• sardormirzaev / -measuring-volatility-spillovers
  Diebold & Yilmaz method, DCC-Garch method on composite indicies. 2009-2019
  ☆20Updated 4 years ago
• 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 …
  ☆25Updated last year
• elsaifym / EDGAR-Parsing
  This repo contains all the code necessary to download, extract, and parse 13F filings on EDGAR.
  ☆24Updated 4 years ago
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆32Updated 6 months ago
• andrewchbaker / BaGel
  Codes to replicate analysis in Baker & Gelbach (2020)
  ☆11Updated 5 years ago
• Alexander-M-Dickerson / TRACE-corporate-bond-processing
  Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
  ☆50Updated 6 months ago
• andreachello / Applied-Econometric-Time-Series
  A repository to explore the concepts of applied econometrics in the context of financial time-series.
  ☆36Updated 5 years ago
• NighT-TraiN / Fama-French-Replication
  ☆12Updated 10 years ago
• EmanuelSommer / portvine
  Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.
  ☆22Updated last year
• PedroBSB / mlRFinance
  Machine Learning functions for Finance
  ☆9Updated 7 years ago
• jhlinplus / high_dim_favar_estimation
  Official Code Repo for Paper "Regularized estimation of high-dimensional FAVAR models" in JMLR, 2020
  ☆8Updated last year
• PedroBSB / Caviar
  Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.
  ☆10Updated 7 years ago
• bsvars / bsvarSIGNs
  Bayesian SVARs with Sign, Zero, and Narrative Restrictions
  ☆17Updated last month
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆51Updated 8 months ago
• gaulinmp / wrds
  Python Interface for querying WRDS datasets (CRSP, COMPUSTAT)
  ☆9Updated 11 years ago