packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"
☆12Nov 2, 2022Updated 3 years ago
Alternatives and similar repositories for BoostedHP
Users that are interested in BoostedHP are comparing it to the libraries listed below
Sorting:
- Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"☆31Jan 15, 2023Updated 3 years ago
- Bank of England Chart Themes and Styles for 'ggplot2'☆14May 8, 2024Updated last year
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated last year
- Time series forecasting with Lasso-type shrinkage methods☆12Oct 28, 2025Updated 4 months ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆18Aug 31, 2023Updated 2 years ago
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆13Apr 17, 2021Updated 4 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆21Aug 21, 2025Updated 6 months ago
- ☆10Nov 18, 2024Updated last year
- Econ5821 2026☆13Updated this week
- R Package for Bootstrap Unit Root Tests☆10May 5, 2025Updated 9 months ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 3 years ago
- R package for Mixed-Frequency Bayesian VARs☆45May 11, 2021Updated 4 years ago
- This is a read-only mirror of the CRAN R package repository. rumidas — Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MI…☆12Mar 18, 2025Updated 11 months ago
- R Based Data Science Training Delivered to the Ugandan Ministry of Finance and Bureau of Statistics☆11Aug 18, 2021Updated 4 years ago
- A terribly-simple data base for time series☆14Dec 16, 2025Updated 2 months ago
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆16Nov 7, 2022Updated 3 years ago
- Estimation and forecasting of VAR model with the Lasso☆33Nov 19, 2025Updated 3 months ago
- TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…☆11Jul 18, 2022Updated 3 years ago
- Penalized Poisson Pseudo Maximum Likelihood☆14Feb 10, 2025Updated last year
- Dashboard: Macroeconomic Data of Brazil☆11Dec 31, 2022Updated 3 years ago
- MCMC estimation of Bayesian Vectorautoregressions☆10Updated this week
- Simulation and Inference for SDEs and Other Stochastic Processes☆11Dec 13, 2025Updated 2 months ago
- The R package offers a wide range of functions for term structure estimation based on static and dynamic coupon bond and yield data sets.…☆12Jun 1, 2015Updated 10 years ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆32Jan 3, 2026Updated last month
- ggplot2 Functions to Create Tufte Style Sparklines☆12May 13, 2024Updated last year
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆12Oct 4, 2021Updated 4 years ago
- An R package for extreme quantile regression with random forests☆12Dec 2, 2024Updated last year
- R package for interacting with the IMF RESTful JSON API☆48Apr 4, 2023Updated 2 years ago
- This is the data scraping & modeling code used for models shown in https://econforecasting.com.☆13Nov 12, 2023Updated 2 years ago
- Tidymodels for Nested/Panel Data☆13Sep 30, 2023Updated 2 years ago
- Multivariate models for forecasting purposes☆12Nov 21, 2025Updated 3 months ago
- R package that helps to retrieve data from Banco de España☆12Updated this week
- parallel execution of RSelenium☆14Apr 22, 2025Updated 10 months ago
- R Package for data driven SVAR identification of impulse response functions☆54Oct 18, 2025Updated 4 months ago
- Econometric Analysis of Explosive Time Series☆31Sep 19, 2025Updated 5 months ago
- GARCH models estimated using autodiff.☆18May 12, 2025Updated 9 months ago
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13May 2, 2024Updated last year
- ☆11Jan 26, 2025Updated last year