Factor-Based Imputation for Missing Data
☆66Jan 24, 2025Updated last year
Alternatives and similar repositories for fbi
Users that are interested in fbi are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- R package to estimate time-varying coefficient regressions☆21Mar 11, 2026Updated 5 months ago
- SVAR toolbox for bayesian VAR estimation and a range of identification methods☆11Feb 16, 2025Updated last year
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆30Aug 10, 2026Updated last week
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆19Apr 11, 2026Updated 4 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28May 23, 2023Updated 3 years ago
- Analysis of the Primiceri (REStud, 2005) model☆32Sep 5, 2024Updated last year
- Dynamic Factor Models for R☆46Jun 18, 2026Updated 2 months ago
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13May 2, 2024Updated 2 years ago
- ☆14May 13, 2026Updated 3 months ago
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆44Sep 26, 2023Updated 2 years ago
- ☆28Jun 23, 2026Updated last month
- Bayesian Estimation of Structural Vector Autoregressive Models☆62Jul 29, 2026Updated 2 weeks ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Nov 2, 2022Updated 3 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- R Package for data driven SVAR identification of impulse response functions☆57Oct 18, 2025Updated 10 months ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Sep 28, 2024Updated last year
- Repository hosing the carbon policy shocks identified in Känzig (2023)☆15May 5, 2026Updated 3 months ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆145Jul 1, 2026Updated last month
- A Toolkit for Computing Constrained Optimal Policy Projections☆17Aug 1, 2022Updated 4 years ago
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆28Aug 13, 2023Updated 3 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- A curated list of Vector Autoregression resources☆68Aug 6, 2026Updated last week
- ☆14Apr 1, 2019Updated 7 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- R package for Bayesian Vector Autoregression☆36Jul 2, 2020Updated 6 years ago
- ggplot2 extension for seasonal and trading day adjustment with RJDemetra☆12Jun 25, 2025Updated last year
- Quantile Local Projections☆13Aug 8, 2022Updated 4 years ago
- Empirical macro toolbox☆153Aug 6, 2026Updated last week
- Granger causality testing in High Dimensional Vector Autoregressive Models☆19Jul 10, 2026Updated last month
- Forecasting Inflation in a data-rich environment: the benefits of machine learning methods☆13Apr 19, 2019Updated 7 years ago
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆58Apr 28, 2026Updated 3 months ago
- Simulation study of Local Projections, VARs, and related estimators☆52Feb 15, 2025Updated last year
- LP and VAR inference under potential misspecification☆24Jan 13, 2026Updated 7 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Code to accompany the paper "Pricing Uncertainty Induced by Climate Change"☆18Dec 17, 2021Updated 4 years ago
- Multivariate Time Series Models: VAR, SVAR and SVEC☆47Mar 25, 2022Updated 4 years ago
- Testing for bubbles with R☆20Oct 19, 2019Updated 6 years ago
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆12Oct 4, 2021Updated 4 years ago
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Feb 18, 2021Updated 5 years ago
- A python implementation of McCracken & Ng (2017) Matlab code which is used to estimate factor models and make predictions on the basis of…☆21Nov 6, 2019Updated 6 years ago
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆23Jun 4, 2025Updated last year