baptiste-meunier / Nowcasting_toolbox
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
☆39Updated 2 weeks ago
Alternatives and similar repositories for Nowcasting_toolbox:
Users that are interested in Nowcasting_toolbox are comparing it to the libraries listed below
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆14Updated last year
- "Computational Methods for Economists using Python", by Richard W. Evans. Tutorials and executable code in Python for the most commonly u…☆90Updated last year
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆44Updated last year
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆28Updated 7 months ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆23Updated this week
- ☆19Updated 2 years ago
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆30Updated 4 months ago
- This is a Repo for the econ working paper template.☆11Updated 2 weeks ago
- Repository for the codes of EconMacro's blog posts☆13Updated this week
- R package for Bayesian Vector Autoregression☆30Updated 4 years ago
- Implementation of basic macro models in various programming languages☆13Updated 2 years ago
- A curated list of Vector Autoregression resources☆55Updated last year
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28Updated last year
- This repository includes replication code and raw data used in the construction of the Global Macro Database.☆89Updated 2 weeks ago
- Replication Files for "Evaluating Policy Counterfactuals: A VAR-Plus Approach"☆13Updated 6 months ago
- Repository containing vintages of oil supply news shock data☆11Updated 4 months ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆36Updated 2 years ago
- Resources for undergraduate course in computational macroeconomics.☆76Updated last year
- Resources for a PhD class module focused on anomalies.☆14Updated 9 months ago
- Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"☆22Updated 8 years ago
- Materials for the mini-course on deep learning and macro-finance.☆20Updated 9 months ago
- LP and VAR inference under potential misspecification☆11Updated 7 months ago
- ☆18Updated 6 years ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆48Updated 5 months ago
- Financial Econometrics module (MSc level)☆20Updated 3 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆30Updated 2 years ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆17Updated last week
- This repo contains the code to replicate the analyses in Baker, Larcker, Wang.☆48Updated 3 years ago
- Vector Autoregression augmented with deep learning.☆16Updated last year
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆31Updated 6 months ago