baptiste-meunier / Nowcasting_toolboxLinks
Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Paper Series, No 3004, European Central Bank
☆45Updated 3 weeks ago
Alternatives and similar repositories for Nowcasting_toolbox
Users that are interested in Nowcasting_toolbox are comparing it to the libraries listed below
Sorting:
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated last month
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆119Updated 7 months ago
- Vector Autoregression augmented with deep learning.☆16Updated last year
- "Computational Methods for Economists using Python", by Richard W. Evans. Tutorials and executable code in Python for the most commonly u…☆103Updated last year
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆37Updated 3 years ago
- ☆19Updated 6 years ago
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆36Updated 11 months ago
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆36Updated 8 months ago
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆20Updated 2 years ago
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆15Updated last year
- This is a Repo for the econ working paper template.☆10Updated last month
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆34Updated last year
- Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"☆23Updated 9 years ago
- ☆20Updated 3 years ago
- Repository containing vintages of oil supply news shock data☆11Updated 2 months ago
- Financial Econometrics module (MSc level)☆21Updated 3 years ago
- Implementation of basic macro models in various programming languages☆14Updated 2 years ago
- Materials for Empirical Methods for Applied Microeconomics PhD course.☆28Updated 3 years ago
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆37Updated 4 years ago
- This repo has code to do primary data cleaning for Compustat / Crsp from WRDS☆19Updated 5 years ago
- ☆49Updated last week
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆34Updated 9 months ago
- Materials for the mini-course on deep learning and macro-finance.☆22Updated last year
- Estimating VARs using sign restrictions in R☆21Updated 9 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆33Updated 2 years ago
- LP and VAR inference under potential misspecification☆11Updated last year
- Workshops for the Central Bank of Chile☆14Updated 2 years ago
- A curated list of Vector Autoregression resources☆57Updated 2 years ago
- This is an introductionary course to Matlab made for Econ Grad Students☆13Updated last year
- Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)☆82Updated 3 years ago