bongohead / econforecasting-r
This is the data scraping & modeling code used for models shown in https://econforecasting.com.
☆11Updated last year
Alternatives and similar repositories for econforecasting-r:
Users that are interested in econforecasting-r are comparing it to the libraries listed below
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 2 years ago
- BLS API V2 interface☆14Updated last year
- getSymbols() reboot☆15Updated 5 months ago
- This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…☆9Updated 11 months ago
- R package to download Prof. Kenneth French data sets☆12Updated 11 months ago
- Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …☆9Updated 3 years ago
- An R package for multivariate signal extraction☆13Updated 4 months ago
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆12Updated 10 months ago
- statespacer: State Space Modelling in R☆15Updated 2 years ago
- R package with helper functions for developers and researchers familiar with Tidy Finance☆15Updated 3 months ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆14Updated last year
- R package for fast rolling and expanding linear regression models☆22Updated 2 years ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆14Updated last month
- Leontief's Input-Output Model in R☆14Updated 9 months ago
- The Fast Kalman Filter (FKF) package for R☆12Updated 6 months ago
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆22Updated last year
- This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…☆15Updated 2 years ago
- Dynamic Factor Models for R☆32Updated this week
- An R-package for obtaining real-time data from ALFRED database☆19Updated 2 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Updated 8 years ago
- Univariate GARCH models in R☆26Updated 2 months ago
- an R interface to Refinitv Eikon and Refinitiv DataStream☆9Updated this week
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆14Updated 2 years ago
- R package for retrieving public data☆16Updated 3 months ago
- The Tidymodels Extension for GARCH models☆34Updated 2 years ago
- All data and functions needed for the book "That's weird: anomaly detection using R" by Rob J Hyndman <https://OTexts.com/weird>☆17Updated 3 months ago
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆15Updated 3 years ago
- R package to estimate time-varying coefficient regressions☆19Updated last year
- GARCH models estimated using autodiff.☆13Updated 3 months ago