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

• kvasilopoulos / awesome-var
  A curated list of Vector Autoregression resources
  ☆57Updated 2 years ago
• bank-of-england / MachineLearningCrisisPrediction
  ☆39Updated last year
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆19Updated last year
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆31Updated 4 years ago
• Alexander-M-Dickerson / TRACE-corporate-bond-processing
  Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
  ☆51Updated 9 months ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆18Updated 5 years ago
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆48Updated last year
• ZhangZhiHu / assetPricing
  ☆23Updated 7 years ago
• ncachanosky / Macro-with-Python
  Macro with Python
  ☆54Updated 4 years ago
• QuantEcon / dynamic_factor_models
  ☆40Updated 6 years ago
• gusamarante / dsgepy
  Calibrate, estimate and analyze linearized DSGE models.
  ☆33Updated 2 months 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
• GiulioRossetti94 / PyBondLab
  ☆27Updated last month
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆127Updated 4 years ago
• matteocourthoud / Machine-Learning-for-Economic-Analysis
  Material for the exercise sessions of master course Machine Learning for Economic Analysis @UZH
  ☆87Updated 3 years ago
• ani1231091 / Real-Business-Cycle
  RBC Model Jupyter Notebook
  ☆10Updated 6 years ago
• KMueller-Lab / Global-Macro-Database-Python
  This repository stores the source code for the Python and R projects used to access the database.
  ☆11Updated 2 months ago
• BessieChen / R-in-Finance
  This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …
  ☆50Updated 6 years ago
• bashtage / python-for-econometrics-statistics-data-analysis
  Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard
  ☆79Updated 3 years ago
• weijie-chen / Notes_For_Macroeconomic_Analyst
  These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.
  ☆30Updated 3 years ago
• IMFGAR / GaR
  ☆62Updated 11 months ago
• MagnusDahlquist / PhD403
  PhD 403: Empirical Asset Pricing
  ☆27Updated 6 years ago
• FRBNY-TimeSeriesAnalysis / Nowcasting
  Nowcasting
  ☆219Updated 5 years ago
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆16Updated last year
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆34Updated 2 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 4 years ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 3 years ago
• lnsongxf / Applied_Computational_Economics_and_Finance
  ECON457 2018 Applied Computational Economics and Finance
  ☆27Updated 7 years ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆39Updated 4 years ago
• TommasoBelluzzo / SystemicRisk
  A framework for financial systemic risk valuation and analysis.
  ☆172Updated 2 years ago