Alternatives and similar repositories for FinancialEconometrics

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

• PaulSoderlind / EmpiricalFinancePhD
  Empirical Finance Course (PhD, Julia code)
  ☆38Updated last year
• PaulSoderlind / JuliaTutorial
  Julia Tutorial for Finance and Econometrics Students
  ☆122Updated last month
• lucabrugnolini / VectorAutoregressions.jl
  Vector autoregressive model in Julia
  ☆36Updated 3 years ago
• goutham-fin / MacroFinance
  ☆16Updated 4 years ago
• FRBNY-DSGE / rstarBrookings2017
  Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…
  ☆35Updated last year
• hyperfra / Empirical_Macroeconomics
  This is a 12 classes course in Empirical Macroeconomics methods to identify shocks
  ☆25Updated 7 months ago
• wmutschl / dsge
  Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
  ☆91Updated 3 years ago
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆19Updated 6 years ago
• WhitesPhD / ECOM025_2020
  Financial Econometrics module (MSc level)
  ☆22Updated 4 years ago
• jm4474 / Confidence_Bands
  This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…
  ☆17Updated 7 years ago
• fediskhakov / CompEcon
  My "Foundations of Computational Economics" course
  ☆103Updated 4 years ago
• gboehl / pydsge
  A package to simulate, filter, and estimate DSGE models with occasionally binding constraints
  ☆64Updated 8 months ago
• PaulSoderlind / PaulSoderlindCode
  Paul Söderlind's finance/econ codes
  ☆20Updated last year
• ocamp020 / PhD_Macro_Course_Western
  Repository for the Advanced Macroeconomics II course of Western University
  ☆32Updated 2 years ago
• ScPo-CompEcon / Syllabus
  Syllabus for CompEcon Course
  ☆45Updated 5 years ago
• vduarte / MLEcon
  Machine Learning for Economic Modeling
  ☆26Updated 5 years ago
• chrisconlon / CommonOwnerReplication
  Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)
  ☆39Updated 3 years ago
• RJDennis / SolveDSGE.jl
  A Julia package to solve, simulate, and analyze nonlinear DSGE models.
  ☆91Updated 2 weeks ago
• european-central-bank / BEAR-toolbox
  The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…
  ☆127Updated last year
• FRBNY-DSGE / Replication-of-Online-Estimation-of-DSGE-Models
  ☆16Updated 4 years ago
• markaguiar / TheEconomicsofSovereignDebt
  ☆14Updated 4 years ago
• WhitesPhD / ECOM151_2020
  Big Data Applications in Finance module (MSc level)
  ☆16Updated 4 years ago
• FRBNY-DSGE / BrookingsPC2020
  ☆12Updated 4 years ago
• MCHatcher / Solving_models_with_numerical_methods
  Solving models with numerical methods (economics)
  ☆13Updated 2 years ago
• AndreaPasqualini / numerical_methods_macroeconomics
  A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…
  ☆38Updated 4 years ago
• DawievLill / CompEconNotes
  Notes and Julia code for computational economics reading group
  ☆17Updated 2 years ago
• mwaugh0328 / consumption_and_tradewar
  Code to reproduce aspects of "The Consumption Response to Trade Shocks: Evidence from the US-China Trade War"
  ☆28Updated 6 years ago
• AlexMeyer-Gohde / Rep-MMB
  Replication Toolbox of the Macroeconomic Model Data Base (MMB)
  ☆16Updated last year
• FRBNY-DSGE / DSGE-2015-Apr
  Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"
  ☆30Updated 6 years ago
• caimichael / macrofoundations_notes
  Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.
  ☆15Updated 8 years ago