carloscinelli / NetworkRiskMeasuresLinks
Implements risk measures for (financial) networks, such as DebtRank, Impact Susceptibility, Impact Diffusion and Impact Fluidity.
☆71Updated 5 years ago
Alternatives and similar repositories for NetworkRiskMeasures
Users that are interested in NetworkRiskMeasures are comparing it to the libraries listed below
Sorting:
- R package for mixed frequency time series data analysis.☆78Updated 4 months ago
- Dimension Reduction Methods for Multivariate Time Series☆61Updated 3 months ago
- International Trade Network Analysis in R. This package can clean and transform international trade data from WITS (http://wits.worldbank…☆54Updated last year
- ☆42Updated 4 years ago
- Estimation and forecasting of VAR model with the Lasso☆31Updated 3 months ago
- GAS models☆34Updated 4 years ago
- R package to estimate time-varying coefficient regressions☆19Updated 2 years ago
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Updated 4 years ago
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆41Updated last year
- Double Machine Learning for Multiple Treatments☆41Updated 4 years ago
- R package for doubly robust estimates of causal effects in high-dimensions using flexible Bayesian methods☆26Updated 9 months ago
- An R package for using mixed-frequency GARCH models☆71Updated 2 years ago
- ☆18Updated 6 years ago
- Approximately balanced estimation of average treatment effects in high dimensions.☆34Updated 4 years ago
- Implementation of Double Machine Learning☆36Updated 4 months ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆101Updated 3 years ago
- R Package for Auto Regressive Distributed Lag time series regression.☆17Updated 3 years ago
- Expected Shortfall Backtesting☆12Updated last year
- Dynamic factor model estimation for R☆24Updated 2 years ago
- tsDyn☆34Updated 10 months ago
- Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.☆10Updated 7 years ago
- R implementation to the netinf algorithm. Infers the most likely diffusion network from a set of events☆24Updated 6 years ago
- r package for bayesian VARs☆23Updated 7 years ago
- ☆11Updated 7 months ago
- Leontief's Input-Output Model in R☆17Updated last year
- Now updated prior to the version on CRAN.☆14Updated last year
- A package for Bayesian causal inference with time-series cross-sectional data☆26Updated last year
- Time series forecasting with Lasso-type shrinkage methods☆13Updated this week
- Sparse estimation of large time series models☆31Updated 2 years ago
- Code associated with paper: Orthogonal Machine Learning for Demand Estimation: High-Dimensional Causal Inference in Dynamic Panels, Seme…☆25Updated 2 years ago