chiyahn / rMSWITCHLinks
R package for Markov regime-switching models
☆11Updated 7 years ago
Alternatives and similar repositories for rMSWITCH
Users that are interested in rMSWITCH are comparing it to the libraries listed below
Sorting:
- R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"☆13Updated 2 years ago
- R package for Bayesian Vector Autoregression☆32Updated 5 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated 2 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 courses☆13Updated 7 years ago
- R/C++ implementation of Bayes VAR models☆21Updated 5 years ago
- ☆12Updated 4 years ago
- Measuring the Market Risk Premium☆18Updated 3 years ago
- Introduction to Structural VAR models☆12Updated 5 years ago
- ☆18Updated 6 years ago
- The code for network autoregression model (NAR)☆10Updated 9 years ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆35Updated 8 months ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Updated 9 years ago
- GAS models☆34Updated 4 years ago
- Analysis of the Primiceri (REStud, 2005) model☆32Updated 9 months ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28Updated 2 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆14Updated 7 years ago
- Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"☆23Updated 7 years ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago
- ☆16Updated 3 years ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆17Updated last year
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated 9 months ago
- Solving models with numerical methods (economics)☆12Updated last year
- Estimating VARs using sign restrictions in R☆20Updated 9 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆34Updated 11 months ago
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 7 years ago
- Time Series Modelling☆24Updated 11 months ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Updated 6 years ago
- Macroeconomic Foundations for Asset Prices, an undergrad course at NYU☆15Updated 9 years ago
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆24Updated 7 years ago
- Python code for Robust Identification of Investor Beliefs☆13Updated 4 years ago