Alternatives and similar repositories for fbi

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

• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆52Updated 2 months ago
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆34Updated 2 months ago
• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆55Updated last year
• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆17Updated 2 years ago
• MikeWolf007 / covShrinkage
  A package for shrinkage estimation of covariance matrices
  ☆14Updated last year
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆31Updated 5 years ago
• romainlafarguette / granulariv
  Granular instrumental variables, using Gabaix and Koijen paper (2020)
  ☆20Updated 3 years ago
• nmecsys / nowcasting
  R package for Dynamic Factor Models with mixed frequencies and unbalanced panel
  ☆102Updated 3 years ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆33Updated last year
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆43Updated 4 years ago
• gabrielrvsc / ForecastingInflation
  ☆23Updated 3 years ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆29Updated 2 years ago
• lucabarbaglia / FiGASR
  Lexicon-based Sentiment Analysis for Economic and Financial Applications in R
  ☆24Updated last year
• Reckziegel / Large-TVP-VAR
  Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.
  ☆26Updated 7 years ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆32Updated last year
• andrewchbaker / JFE_DID
  This repo contains the code to replicate the analyses in Baker, Larcker, Wang.
  ☆50Updated 3 years ago
• lucabarbaglia / t-VAR
  Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…
  ☆19Updated 4 years ago
• mpiktas / midasr
  R package for mixed frequency time series data analysis.
  ☆80Updated 9 months ago
• kvasilopoulos / awesome-var
  A curated list of Vector Autoregression resources
  ☆61Updated 2 years ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆40Updated last month
• MartinSpindler / Machine-Learning-in-Econometrics
  Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"
  ☆28Updated 9 years ago
• onnokleen / mfGARCH
  An R package for using mixed-frequency GARCH models
  ☆74Updated 2 years ago
• JanDitzen / xtdcce2
  Estimating Dynamic Common Correlated Effects Models in Stata
  ☆32Updated 4 months ago
• gabrielrvsc / HDeconometrics
  Set of R functions for high-dimensional econometrics
  ☆37Updated 5 years ago
• european-central-bank / BEAR-toolbox
  The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…
  ☆126Updated last year
• Marga8 / HDGCvar
  Granger causality testing in High Dimensional Vector Autoregressive Models
  ☆16Updated last year
• bsvars / bsvarSIGNs
  Bayesian SVARs with Sign, Zero, and Narrative Restrictions
  ☆27Updated 6 months ago
• jstriaukas / midasml
  midasml package is dedicated to run predictive high-dimensional mixed data sampling models
  ☆44Updated 2 years ago
• zhentaoshi / Boosted_HP_filter
  Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"
  ☆30Updated 2 years ago
• pat-alt / deepvars
  Vector Autoregression augmented with deep learning.
  ☆17Updated last year