acertainKnight / FRED_Forecasting_FinalLinks
☆19Updated 5 years ago
Alternatives and similar repositories for FRED_Forecasting_Final
Users that are interested in FRED_Forecasting_Final are comparing it to the libraries listed below
Sorting:
- Python Nowcasting☆130Updated 4 years ago
- Nowcasting☆225Updated 6 years ago
- Empirical Data and Some Simulation Codes☆107Updated 6 years ago
- Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS)☆67Updated 4 years ago
- Macro with Python☆54Updated 4 years ago
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆30Updated 3 years ago
- Calculate U.S. equity (portfolio) characteristics☆105Updated last year
- Economic Impact of Federal Reserve Speeches and Press Releases☆13Updated 6 years ago
- ☆28Updated 4 years ago
- A set of notebooks the provide an introduction to Python.☆105Updated 3 months ago
- Replication of momentum strategy☆19Updated 3 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆36Updated 3 years ago
- Composite Indicators Framework for Business Cycle Analysis☆63Updated 3 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆60Updated 2 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- Example code of simple things one can do with our open-source asset pricing data☆54Updated last year
- ☆41Updated last year
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆36Updated 2 years ago
- A python script to create a mapping table between I/B/E/S and Compustat☆18Updated 6 years ago
- ☆24Updated 8 years ago
- qrm☆240Updated 2 years ago
- Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard☆84Updated 4 years ago
- 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
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆52Updated 7 years ago
- Multivariate DCC-GARCH model☆16Updated 7 years ago
- Python 3 examples of using economic data APIs and working with economic microdata. Includes bd CPS.☆90Updated 3 months ago
- ☆109Updated 4 years ago
- R code for the IMF edX course on Macroeconomic Forecasting☆17Updated 9 years ago
- ☆52Updated 2 months ago
- ☆78Updated 2 years ago