Code for Chinn, M. D., Meunier, B., Stumpner, S. (2023). "Nowcasting World Trade with Machine Learning: a Three-Step Approach", NBER Working Paper, No 31419, National Bureau of Economic Research
☆13Dec 9, 2025Updated 10 months ago
Alternatives and similar repositories for NowcastingML_3step
Users that are interested in NowcastingML_3step are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆19Mar 21, 2019Updated 7 years ago
- ggplot2 extension for seasonal and trading day adjustment with RJDemetra☆12Jun 25, 2025Updated last year
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13May 2, 2024Updated 2 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…☆11Aug 11, 2026Updated 2 months ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Mixed Frequency State Space toolbox☆17Jan 29, 2024Updated 2 years ago
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆15Apr 17, 2021Updated 5 years ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆35Oct 9, 2026Updated last week
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆38Oct 30, 2025Updated 11 months ago
- Granger causality testing in High Dimensional Vector Autoregressive Models☆20Jul 10, 2026Updated 3 months ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆21Aug 21, 2025Updated last year
- Deep Dynamic Factor Models☆27Sep 14, 2026Updated last month
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆33Sep 9, 2020Updated 6 years ago
- A python implementation of McCracken & Ng (2017) Matlab code which is used to estimate factor models and make predictions on the basis of…☆21Nov 6, 2019Updated 6 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- R Based Data Science Training Delivered to the Ugandan Ministry of Finance and Bureau of Statistics☆11Aug 18, 2021Updated 5 years ago
- European Commission Annual Macro-economic (AMECO) Database☆10Nov 5, 2020Updated 5 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 10 years ago
- This repository contains the files to implement panel local projections inference as proposed in “Micro Responses to Macro Shocks” (M. Al…☆21Aug 16, 2026Updated 2 months ago
- A Toolbox for Macroeconometric Analysis in Python☆13Sep 20, 2026Updated 3 weeks ago
- R package to estimate time-varying coefficient regressions☆21Mar 11, 2026Updated 7 months ago
- R interface to JDemetra+ v 2.x☆55Aug 11, 2025Updated last year
- R code to perform the Lee Strazicich unit root test☆10Aug 8, 2017Updated 9 years 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.
- Tidymodels for Nested/Panel Data☆13Sep 30, 2023Updated 3 years ago
- ☆11Nov 18, 2024Updated last year
- Create datasets with identical summary statistics☆11Jan 2, 2026Updated 9 months ago
- BIS Time-series Regression Oracle☆42Mar 20, 2026Updated 6 months ago
- R Package for General-to-Specific (GETS) modelling and Indicator Saturation (ISAT) methods☆10Aug 6, 2026Updated 2 months ago
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆13Jan 2, 2023Updated 3 years ago
- ggplot2 Functions to Create Tufte Style Sparklines☆13May 13, 2024Updated 2 years ago
- R package for fast rolling and expanding linear regression models☆22May 5, 2022Updated 4 years ago
- R package for sparse VAR estimation☆13Aug 4, 2026Updated 2 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.
- Instrumental Variable Quantile Regression☆16Jul 17, 2023Updated 3 years ago
- Inference in SVMA models identified by external instruments/proxies☆20Dec 21, 2022Updated 3 years ago
- Codes for for Bayesian Local Projections & Bayesian Direct Forecasts☆19Jun 19, 2023Updated 3 years ago
- r package for bayesian VARs☆23Dec 12, 2017Updated 8 years ago
- ☆17Oct 20, 2021Updated 4 years ago
- Dynamic Factor Models for R☆48Jun 18, 2026Updated 3 months ago
- Quantitative analysis with deep learning prediction and reinforcement learning transactions.☆15Aug 5, 2020Updated 6 years ago