Alternatives and similar repositories for VARsignR

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

• ckwolf92 / lp_var_inference
  LP and VAR inference under potential misspecification
  ☆11Updated 10 months ago
• mikkelpm / svma_iv
  Inference in SVMA models identified by external instruments/proxies
  ☆12Updated 2 years ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆32Updated 9 months ago
• anorring / Bayesian-methods-for-DSGE-models
  Barcelona GSE Macroeconometrics Summer School 2018 course
  ☆21Updated 6 years ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆33Updated 8 months ago
• jm4474 / Lag-augmented_LocalProjections
  Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.
  ☆29Updated 2 years ago
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆33Updated 7 months ago
• jm4474 / Confidence_Bands
  This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…
  ☆13Updated 6 years ago
• ojorda / JEL-Code
  Local Projections by Oscar Jorda and Alan Taylor. STATA code
  ☆32Updated 9 months ago
• ryanedmundkessler / simultaneous_confidence_bands
  Stata function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)
  ☆12Updated 5 years ago
• mwaugh0328 / Hugget-Economy
  Solves and simulates the Hugget JECD (1993) Economy
  ☆11Updated 3 years ago
• FRBNY-DSGE / Replication-of-Online-Estimation-of-DSGE-Models
  ☆16Updated 3 years ago
• AdaemmerP / lpirfs
  ☆47Updated 2 months ago
• LRondina / SVARs-Intro
  Introduction to Structural VAR models
  ☆12Updated 5 years ago
• junyuan-chen / LocalProjections.jl
  Local projection methods for impulse response estimation
  ☆24Updated last year
• econ-ark / BayerLuetticke
  ☆12Updated last year
• kurtmitman / HANKSOME
  Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…
  ☆11Updated 4 years ago
• dkaenzig / carbonpolicyshocks
  Repository hosing the carbon policy shocks identified in Känzig (2023)
  ☆12Updated this week
• JohannesPfeifer / Occbin_update
  ☆11Updated 4 years ago
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆19Updated 5 years ago
• kurtmitman / housing-boom-bust
  Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …
  ☆11Updated 4 years ago
• dkaenzig / oilsupplynews
  Repository containing vintages of oil supply news shock data
  ☆11Updated 2 weeks ago
• MCHatcher / Solving_models_with_numerical_methods
  Solving models with numerical methods (economics)
  ☆12Updated last year
• COPPsToolkit / COPPs
  A Toolkit for Computing Constrained Optimal Policy Projections
  ☆15Updated 2 years ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆37Updated 2 weeks ago
• FanWangEcon / CodeDynaAsset
  Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models
  ☆23Updated 5 years ago
• jmarbet / inequality-zlb
  ☆12Updated last year
• bsvars / bsvarSIGNs
  Bayesian SVARs with Sign, Zero, and Narrative Restrictions
  ☆17Updated 2 months ago
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆18Updated 6 years ago
• jms202 / AddaAndCooper
  Code to solve exercises from Adda and Cooper's "Dynamic Economics" book
  ☆18Updated 4 years ago