cran-task-views / FinanceLinks
CRAN Task View: Empirical Finance
☆13Updated 3 weeks ago
Alternatives and similar repositories for Finance
Users that are interested in Finance are comparing it to the libraries listed below
Sorting:
- Get Tidy Fundamental Financial Data from EGDAR☆14Updated 10 months ago
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆15Updated 3 years ago
- This repository hosts the source code for the website tidy-finance.org☆96Updated 3 weeks ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆17Updated last year
- BLS API V2 interface☆14Updated last year
- Dynamic Factor Models for R☆37Updated 2 weeks ago
- An R-package for obtaining real-time data from ALFRED database☆19Updated 2 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆17Updated 11 months ago
- Univariate GARCH models in R☆27Updated 5 months ago
- Time Series Modelling☆24Updated 10 months ago
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13Updated last year
- R package AssetAllocation☆34Updated last year
- R package to estimate time-varying coefficient regressions☆19Updated last year
- A package for shrinkage estimation of covariance matrices☆12Updated last year
- Penalized Quantile Regression☆15Updated 3 months ago
- getSymbols() reboot☆17Updated 7 months ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 2 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆27Updated 2 years ago
- The Tidymodels Extension for GARCH models☆34Updated 2 years ago
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆12Updated 4 years ago
- Set of R functions for high-dimensional econometrics☆33Updated 5 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆15Updated 2 years ago
- ☆41Updated 4 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
- R package with helper functions for developers and researchers familiar with Tidy Finance☆16Updated 3 weeks ago
- Expected Shortfall Backtesting☆12Updated last year
- R code for the IMF edX course on Macroeconomic Forecasting☆14Updated 9 years ago
- Factor-Based Imputation for Missing Data☆58Updated 4 months ago
- an R interface to Refinitv Eikon and Refinitiv DataStream☆11Updated 2 months ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated 8 months ago