Alternatives and similar repositories for fbi:

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

• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆55Updated 5 months ago
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆32Updated 4 years ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆35Updated last month
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆40Updated 3 years ago
• andrewchbaker / JFE_DID
  This repo contains the code to replicate the analyses in Baker, Larcker, Wang.
  ☆49Updated 3 years ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆34Updated 7 months ago
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆48Updated 2 years ago
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆32Updated 6 months ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆27Updated last year
• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆17Updated last year
• gabrielrvsc / ForecastingInflation
  ☆19Updated 3 years ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆31Updated 8 months ago
• Reckziegel / Large-TVP-VAR
  Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.
  ☆23Updated 7 years ago
• JanDitzen / xtdcce2
  Estimating Dynamic Common Correlated Effects Models in Stata
  ☆29Updated 3 months ago
• MartinSpindler / Machine-Learning-in-Econometrics
  Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"
  ☆22Updated 9 years ago
• lucabarbaglia / FiGASR
  Lexicon-based Sentiment Analysis for Economic and Financial Applications in R
  ☆24Updated last year
• baptiste-meunier / Nowcasting_toolbox
  Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…
  ☆42Updated last month
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆17Updated 10 months ago
• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆20Updated 9 years ago
• kvasilopoulos / awesome-var
  A curated list of Vector Autoregression resources
  ☆56Updated last year
• WhitesPhD / ECOM025_2020
  Financial Econometrics module (MSc level)
  ☆21Updated 3 years ago
• javierbarbero / PanelDataMATLAB
  A Panel Data Toolbox for MATLAB
  ☆21Updated 3 months ago
• ojorda / JEL-Code
  Local Projections by Oscar Jorda and Alan Taylor. STATA code
  ☆30Updated 8 months ago
• mpiktas / midasr
  R package for mixed frequency time series data analysis.
  ☆77Updated last month
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆18Updated 5 years ago
• hchulkim / econ-paper-template
  This is a Repo for the econ working paper template.
  ☆11Updated last month
• 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
• korobilis / DMA_FCI
  MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review
  ☆20Updated 5 years ago
• gabrielrvsc / HDeconometrics
  Set of R functions for high-dimensional econometrics
  ☆33Updated 5 years ago
• chrisconlon / CommonOwnerReplication
  Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)
  ☆36Updated 2 years ago