Alternatives and similar repositories for Nowcasting_toolbox

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

• european-central-bank / BEAR-toolbox
  The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…
  ☆120Updated 8 months ago
• hyperfra / Empirical_Macroeconomics
  This is a 12 classes course in Empirical Macroeconomics methods to identify shocks
  ☆24Updated 2 months ago
• pat-alt / deepvars
  Vector Autoregression augmented with deep learning.
  ☆17Updated last year
• OpenSourceEcon / CompMethods
  "Computational Methods for Economists using Python", by Richard W. Evans. Tutorials and executable code in Python for the most commonly u…
  ☆104Updated last year
• ojorda / JEL-Code
  Local Projections by Oscar Jorda and Alan Taylor. STATA code
  ☆36Updated last year
• suahjl / localprojections
  This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…
  ☆36Updated 9 months ago
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆19Updated 6 years ago
• gabrielrvsc / ForecastingInflation
  ☆23Updated 3 years ago
• romainlafarguette / granulariv
  Granular instrumental variables, using Gabaix and Koijen paper (2020)
  ☆20Updated 3 years ago
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆34Updated 10 months ago
• AlexMeyer-Gohde / Rep-MMB
  Replication Toolbox of the Macroeconomic Model Data Base (MMB)
  ☆13Updated 7 months ago
• QuantEcon / cbc_workshops
  Workshops for the Central Bank of Chile
  ☆14Updated 2 years ago
• WhitesPhD / ECOM025_2020
  Financial Econometrics module (MSc level)
  ☆22Updated 3 years ago
• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆21Updated 9 years ago
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆31Updated 5 years ago
• FRBNY-DSGE / rstarBrookings2017
  Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…
  ☆35Updated last year
• MartinSpindler / Machine-Learning-in-Econometrics
  Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"
  ☆23Updated 9 years ago
• ubcecon / ECON526
  Course materials for ECON526 MA Quantitative Economics; computational econ and data science with a focus on causal inference
  ☆24Updated this week
• tylerJPike / sovereign
  State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…
  ☆16Updated 2 years ago
• ckwolf92 / lp_var_inference
  LP and VAR inference under potential misspecification
  ☆12Updated last year
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆55Updated last year
• kvasilopoulos / awesome-var
  A curated list of Vector Autoregression resources
  ☆58Updated 2 years ago
• chrisconlon / CommonOwnerReplication
  Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)
  ☆38Updated 3 years ago
• wmutschl / dsge
  Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
  ☆87Updated 3 years ago
• AdaemmerP / lpirfs
  ☆48Updated last month
• matteocourthoud / Phd-Econometrics
  Graduate Econometrics course notes with code in Julia
  ☆24Updated 3 years ago
• WhitesPhD / ECOM151_2020
  Big Data Applications in Finance module (MSc level)
  ☆16Updated 3 years ago
• bsvars / bsvars
  Bayesian Estimation of Structural Vector Autoregressive Models
  ☆54Updated last month
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆32Updated last year
• jm4474 / Lag-augmented_LocalProjections
  Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.
  ☆33Updated 2 years ago