Alternatives and similar repositories for CentralBankRoBERTa

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

• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆46Updated last year
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆18Updated 5 years ago
• gusamarante / dsgepy
  Calibrate, estimate and analyze linearized DSGE models.
  ☆33Updated last month
• mk0417 / open-asset-pricing-download
  ☆41Updated 4 months ago
• hyperfra / Empirical_Macroeconomics
  This is a 12 classes course in Empirical Macroeconomics methods to identify shocks
  ☆24Updated last week
• 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 8 months ago
• bank-of-england / MachineLearningCrisisPrediction
  ☆37Updated last year
• andreachello / Applied-Econometric-Time-Series
  A repository to explore the concepts of applied econometrics in the context of financial time-series.
  ☆38Updated 5 years ago
• Feng-CityUHK / EquityCharacteristicsSAS
  US equity (portfolio) characteristics, the main file is in SAS.
  ☆20Updated last year
• ani1231091 / Real-Business-Cycle
  RBC Model Jupyter Notebook
  ☆10Updated 6 years ago
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆126Updated 4 years ago
• ZhangZhiHu / assetPricing
  ☆23Updated 7 years ago
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆16Updated last year
• gtfintechlab / fomc-hawkish-dovish
  Codebase for FOMC-NLP, accepted at ACL 2023 (main)
  ☆60Updated 6 months ago
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆32Updated 4 years ago
• kvasilopoulos / awesome-var
  A curated list of Vector Autoregression resources
  ☆56Updated 2 years 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
• 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
• velikov-mihail / AssayingAnomalies
  MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
  ☆40Updated 2 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 …
  ☆26Updated last year
• marcinbielecki / Applied_Macroeconomics
  Applied Macroeconomics, a course taught at the University of Warsaw
  ☆20Updated 4 years ago
• MagnusDahlquist / PhD403
  PhD 403: Empirical Asset Pricing
  ☆27Updated 6 years ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆28Updated 2 years ago
• David-Woroniuk / FedTools
  An open source library for the extraction of Federal Reserve Data.
  ☆21Updated 2 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆91Updated 10 months ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆18Updated last year
• 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…
  ☆44Updated last month
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆18Updated 6 years 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…
  ☆15Updated 5 years ago
• wmutschl / Quantitative-Macroeconomics
  Course on Quantitative Macroeconomics (Master/PhD level)
  ☆62Updated 4 months ago