Alternatives and similar repositories for mfbvar

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

• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆33Updated last year
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆40Updated 3 weeks ago
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆51Updated last month
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated 2 months ago
• bpfaff / vars
  Multivariate Time Series Models: VAR, SVAR and SVEC
  ☆45Updated 3 years ago
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆31Updated last month
• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆56Updated last year
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆21Updated 6 years ago
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆34Updated last month
• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆17Updated 2 years ago
• bsvars / bsvarSIGNs
  Bayesian SVARs with Sign, Zero, and Narrative Restrictions
  ☆26Updated 5 months ago
• gabrielrvsc / HDeconometrics
  Set of R functions for high-dimensional econometrics
  ☆37Updated 5 years ago
• MatthieuStigler / tsDyn
  tsDyn
  ☆35Updated last year
• JustinMShea / neverhpfilter
  R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton
  ☆16Updated 3 months ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆32Updated last year
• mpiktas / midasr
  R package for mixed frequency time series data analysis.
  ☆80Updated 7 months ago
• gregorkastner / stochvol
  Partial re-write of the R package stochvol to allow for asymmetry (leverage).
  ☆16Updated last month
• kthohr / BMR
  Bayesian Macroeconometrics in R
  ☆91Updated 3 years ago
• tomzylkin / penppml
  Penalized Poisson Pseudo Maximum Likelihood
  ☆13Updated 9 months ago
• bssherwood / rqpen
  Penalized Quantile Regression
  ☆19Updated 9 months ago
• mpfarrho / tvp-network-panel
  TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…
  ☆13Updated 4 years ago
• nmecsys / nowcasting
  R package for Dynamic Factor Models with mixed frequencies and unbalanced panel
  ☆102Updated 3 years ago
• ycroissant / plm
  Panel Data Econometrics with R
  ☆64Updated 3 weeks ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆29Updated 2 years ago
• cykbennie / fbi
  Factor-Based Imputation for Missing Data
  ☆59Updated 10 months ago
• alexiosg / rugarch
  Univariate GARCH models in R
  ☆29Updated 5 months ago
• Marga8 / HDGCvar
  Granger causality testing in High Dimensional Vector Autoregressive Models
  ☆16Updated last year
• pruggerd / Structural-Vector-Autoregression-Modeling
  I analyze the interplay of three U.S. time series: unemployment, inflation and gross domestic product. The first cleans the data and inve…
  ☆10Updated 6 years ago
• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆21Updated 9 years ago
• dhopp1 / nowcastLSTM
  R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.
  ☆13Updated last year