A repository to explore the concepts of applied econometrics in the context of financial time-series.
☆41Feb 10, 2020Updated 6 years ago
Alternatives and similar repositories for Applied-Econometric-Time-Series
Users that are interested in Applied-Econometric-Time-Series are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- In this project, this research generally investigates the financial time series such as the price & return of NASDAQ Composite Index usin…☆12Dec 7, 2018Updated 7 years ago
- Time series and Financial analysis in python☆14Mar 28, 2019Updated 7 years ago
- ☆36Jun 26, 2022Updated 3 years ago
- This is an introductionary course to Matlab made for Econ Grad Students☆14Jan 14, 2024Updated 2 years ago
- Traditionally, volatility is modeled using parametric models. This project focuses on predicting EUR/USD volatility using more flexible, …☆28Oct 20, 2021Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Coursera's Econometrics Methods and Applications using python☆12Aug 22, 2017Updated 8 years ago
- Review econometrics concepts with code examples☆16Oct 23, 2022Updated 3 years ago
- ☆16Aug 3, 2021Updated 4 years ago
- Vector Autoregression augmented with deep learning.☆17Jan 17, 2024Updated 2 years ago
- ☆11Apr 19, 2021Updated 5 years ago
- Replication Files for "Evaluating Monetary Policy Counterfactuals: (When) Do We Need Structural Models?" by Caravello, McKay & Wolf☆23Mar 2, 2026Updated 2 months ago
- Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.☆18Apr 28, 2024Updated 2 years ago
- ☆32May 4, 2023Updated 3 years ago
- Course on Quantitative Macroeconomics (Master/PhD level)☆79Dec 12, 2025Updated 4 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Repositorio de ejemplos, macros, plantillas, clases, etc. relacionados con la producción de documentos con LaTeX.☆15Sep 2, 2023Updated 2 years ago
- Estimate the frequency and severity of claims to compute prior and posterior premiums. The GLM method is used with Poisson, Negative Bin…☆10Apr 26, 2018Updated 8 years ago
- Practical financial data science examples applying statistics, time series analysis, graph analytics, backtesting, machine learning, natu…☆68Apr 6, 2025Updated last year
- R Package for data driven SVAR identification of impulse response functions☆55Oct 18, 2025Updated 6 months ago
- By combining GARCH(1,1) and LSTM model implementing predictions.☆59Dec 29, 2018Updated 7 years ago
- Plotly-Dash NLP project. Document similarity measure using Latent Dirichlet Allocation, principal component analysis and finally follow w…☆12Sep 8, 2022Updated 3 years ago
- Local projection methods for impulse response estimation☆29Apr 26, 2024Updated 2 years ago
- LaTeX Templates for theses and beamer presentations☆18Oct 15, 2024Updated last year
- Live Training by Packt, with Jeffrey Yau.☆18Jan 30, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Materials for SSRI's introduction to Julia.☆16Mar 24, 2017Updated 9 years ago
- Code and data for the paper: DeFi Protocols for Loanable Funds: Interest Rates, Liquidity and Market Efficiency☆14Jan 24, 2023Updated 3 years ago
- This repository contains code for the paper: S Bergsma, T Zeyl, JR Anaraki, L Guo, C2FAR: Coarse-to-Fine Autoregressive Networks for Prec…☆13Dec 7, 2023Updated 2 years ago
- Financial Time tick data Features is a collection stocks, forex, crypto, commodities and indices data of Features & Data for everyone. Fe…☆24Sep 12, 2024Updated last year
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆20Sep 15, 2024Updated last year
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆27Aug 25, 2022Updated 3 years ago
- Vector autoregressive model in Julia☆38Jun 22, 2022Updated 3 years ago
- Python implementation of Markov Switching Model using Bayesian inference (Gibbs Sampling) by Lim et al (2020)☆10Dec 4, 2022Updated 3 years ago
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 7 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- An economic forecasting model based on Factor Augmented VAR (FAVAR). The FAVAR approach is superior than classic VAR as it incorporates a…☆16Dec 30, 2020Updated 5 years ago
- ☆14Sep 16, 2022Updated 3 years ago
- 🔌 Aggregate high frequency tick data from WebSockets☆30Apr 15, 2026Updated 2 weeks ago
- Running hummingbot on kubernetes☆14Mar 24, 2022Updated 4 years ago
- 爬取谷歌专利☆11Aug 23, 2019Updated 6 years ago
- ☆34Jun 13, 2024Updated last year
- The project to find correlation between tweets and future stock prices☆12Feb 28, 2023Updated 3 years ago