Alternatives and similar repositories for QRM:

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

• marcinbielecki / Applied_Macroeconomics
  Applied Macroeconomics, a course taught at the University of Warsaw
  ☆20Updated 4 years ago
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆18Updated 5 years ago
• lnsongxf / Applied_Computational_Economics_and_Finance
  ECON457 2018 Applied Computational Economics and Finance
  ☆26Updated 7 years ago
• CommonEconomist / teaching
  Lectures and tutorials for number of courses in economics and statistics.
  ☆17Updated 4 years ago
• yukai-yang / PSTR
  an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.
  ☆17Updated last year
• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆14Updated last year
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆26Updated last year
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆30Updated 3 months ago
• nbbrd / jdemetra-nowcasting
  ☆15Updated 7 months 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…
  ☆32Updated 6 months ago
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆30Updated 4 years ago
• AndersAsa / IMF_Macro_Forecasting_R
  R code for the IMF edX course on Macroeconomic Forecasting
  ☆14Updated 9 years ago
• QuantEcon / dynamic_factor_models
  ☆39Updated 6 years ago
• lucabarbaglia / t-VAR
  Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…
  ☆19Updated 3 years ago
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆17Updated 5 years ago
• as4456 / Leo_Krippner_SSR
  Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model
  ☆14Updated 3 years ago
• ncachanosky / Macro-with-Python
  Macro with Python
  ☆53Updated 3 years ago
• hannes101 / TimeVaryingCointegration
  R Implementation of the Time Varying Cointegration by Bierens and Martins 2010
  ☆10Updated 8 years ago
• anorring / Bayesian-times-series-methods
  Barcelona GSE Macroeconometrics Summer School 2018 courses
  ☆13Updated 6 years ago
• dcascaldi / pandemic_priors
  A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…
  ☆9Updated 8 months ago
• eurostat / econowcast
  Experimental tools (R) for Big Data econometrics nowcasting and early estimates
  ☆31Updated 4 years ago
• eloualiche / RiskPremium
  Measuring the Market Risk Premium
  ☆18Updated 2 years ago
• kvasilopoulos / awesome-var
  A curated list of Vector Autoregression resources
  ☆54Updated last year
• KevinKotze / tsm
  Time Series Modelling
  ☆24Updated 6 months ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆31Updated 4 months ago
• forket86 / ANNEA
  ANN-based Expectations Algorithm applied to the Neoclassical Investment Model
  ☆10Updated last year
• DaveBackus / MFAP
  Macroeconomic Foundations for Asset Prices, an undergrad course at NYU
  ☆15Updated 9 years ago
• barunik / sam
  Code to compute Spillover Asymmetry Measure (SAM) introduced in Baruník, J., Kočenda, E. and Vácha, L., 2016. Asymmetric connectedness on…
  ☆12Updated 5 years ago
• AndreaPasqualini / numerical_methods_macroeconomics
  A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…
  ☆35Updated 3 years ago
• pat-alt / deepvars
  Vector Autoregression augmented with deep learning.
  ☆15Updated last year