Alternatives and similar repositories for VARsignR

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

• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆36Updated 3 months ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆32Updated last year
• ckwolf92 / lp_var_inference
  LP and VAR inference under potential misspecification
  ☆17Updated 3 weeks ago
• AdaemmerP / lpirfs
  ☆51Updated 2 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…
  ☆17Updated 7 years ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆34Updated last year
• ryanedmundkessler / simultaneous_confidence_bands
  Stata function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)
  ☆12Updated 6 years ago
• MCHatcher / Solving_models_with_numerical_methods
  Solving models with numerical methods (economics)
  ☆13Updated 2 years ago
• anorring / Bayesian-methods-for-DSGE-models
  Barcelona GSE Macroeconometrics Summer School 2018 course
  ☆20Updated 7 years ago
• jstac / minnesota_2023
  Advanced dynamic programming
  ☆25Updated 2 years ago
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆19Updated 6 years ago
• elmarmertens / CCMMoutlierVAR-code
  Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…
  ☆11Updated 3 years ago
• lphansen / Climate
  Code to accompany the paper "Pricing Uncertainty Induced by Climate Change"
  ☆18Updated 4 years ago
• mwaugh0328 / Hugget-Economy
  Solves and simulates the Hugget JECD (1993) Economy
  ☆11Updated 4 years ago
• jm4474 / Lag-augmented_LocalProjections
  Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.
  ☆38Updated 3 years ago
• COPPsToolkit / COPPs
  A Toolkit for Computing Constrained Optimal Policy Projections
  ☆17Updated 3 years ago
• rickecon / OGcourse_F17
  Economic Policy Analysis with Overlapping Generations Models (Autumn 2017)
  ☆30Updated 8 years ago
• mikkelpm / svma_iv
  Inference in SVMA models identified by external instruments/proxies
  ☆13Updated 3 years ago
• JohannesPfeifer / Occbin_update
  ☆12Updated 4 years ago
• JohannesPfeifer / winberryAlgorithmCodes
  Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models
  ☆26Updated 3 years ago
• lucabrugnolini / VectorAutoregressions.jl
  Vector autoregressive model in Julia
  ☆36Updated 3 years ago
• FRBNY-DSGE / Replication-of-Online-Estimation-of-DSGE-Models
  ☆16Updated 4 years ago
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆54Updated 3 months ago
• vfitoolkit / vfitoolkit-matlab-replication
  Codes that use the VFI Toolkit to replicate existing papers
  ☆46Updated 3 weeks ago
• ojorda / JEL-Code
  Local Projections by Oscar Jorda and Alan Taylor. STATA code
  ☆44Updated last year
• tholden / dynareOBC
  A toolkit for implementing occasionally binding constraints in Dynare.
  ☆48Updated last year
• dkaenzig / carbonpolicyshocks
  Repository hosing the carbon policy shocks identified in Känzig (2023)
  ☆12Updated 8 months ago
• stpica / EC702-Fall-TA
  This repository contains the material I use to teach the TA sections for the first-year PhD Macroeconomics course at Boston University (E…
  ☆29Updated 5 years ago
• pedm / Julia-LifeCycleModel
  Simple life cycle model following Costa Dias and O'Dea
  ☆18Updated last year
• vfitoolkit / VFItoolkit-matlab-examples
  Some Examples using VFItoolkit-matlab
  ☆33Updated last week