ali-aka-ahmed / FOMCTranscriptAnalysis

Related projects ⓘ

Alternatives and complementary repositories for FOMCTranscriptAnalysis

• jm4474 / FOMCTextAnalysis
  ☆19Updated 3 years ago
• MagnusDahlquist / PhD403
  PhD 403: Empirical Asset Pricing
  ☆25Updated 5 years ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆15Updated 4 years ago
• bank-of-england / MachineLearningCrisisPrediction
  ☆36Updated 6 months ago
• souljourner / FOMC-Statements-Minutes-Scraper
  A convenient class for scraping all the existing FOMC meeting statements
  ☆30Updated last year
• as4456 / Leo_Krippner_SSR
  Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model
  ☆14Updated 3 years ago
• ZhangZhiHu / assetPricing
  ☆23Updated 7 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 3 years ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 3 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 …
  ☆22Updated last year
• ani1231091 / Real-Business-Cycle
  RBC Model Jupyter Notebook
  ☆10Updated 5 years ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆26Updated 3 years ago
• marcinbielecki / Applied_Macroeconomics
  Applied Macroeconomics, a course taught at the University of Warsaw
  ☆20Updated 3 years ago
• QuantEcon / dynamic_factor_models
  ☆39Updated 5 years ago
• Feng-CityUHK / EquityCharacteristicsSAS
  US equity (portfolio) characteristics, the main file is in SAS.
  ☆17Updated 11 months ago
• andreachello / Applied-Econometric-Time-Series
  A repository to explore the concepts of applied econometrics in the context of financial time-series.
  ☆32Updated 4 years ago
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆40Updated last year
• AndreaPasqualini / numerical_methods_macroeconomics
  A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…
  ☆32Updated 3 years ago
• vgreg / python-finance-unimelb2018
  Material for a Python for Finance workshop at the University of Melbourne in 2018
  ☆16Updated 6 years ago
• genekindberg / DFM-Nowcaster
  A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python
  ☆23Updated 3 years ago
• kerkphil / Jupyter_Notebooks
  Jupyter notebooks illustrating solutions to computational macroeconomic problems
  ☆16Updated 3 years ago
• yolsever / ML-in-equity-prediction
  My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
  ☆46Updated 4 years ago
• mschwedeler / firmlevelrisk
  Example code to create firm level risk in Hassan et al. (2020)
  ☆48Updated 2 years ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆16Updated 5 months ago
• mpiktas / midasr-user-guide
  ☆10Updated 9 years ago
• WhitesPhD / ECOM151_2020
  Big Data Applications in Finance module (MSc level)
  ☆15Updated 3 years ago
• solowPy / solowPy
  Library for solving, simulating, and estimating the Solow (1956) model of economic growth.
  ☆36Updated 7 years ago
• barunik / sam
  Code to compute Spillover Asymmetry Measure (SAM) introduced in Baruník, J., Kočenda, E. and Vácha, L., 2016. Asymmetric connectedness on…
  ☆12Updated 5 years ago
• michaelewens / MD-A-10-K-data
  MD&A sections from 10-Ks; 2002-2018
  ☆31Updated this week
• edavila / identifying_price_informativeness
  Replication Code for Identifying Price Informativeness
  ☆12Updated 3 years ago