Alternatives and similar repositories for fbi:

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

• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆30Updated 4 years ago
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆46Updated 2 years ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆26Updated last year
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆31Updated 4 months ago
• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆51Updated 2 months ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆31Updated 4 months ago
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆30Updated 3 months ago
• andrewchbaker / JFE_DID
  This repo contains the code to replicate the analyses in Baker, Larcker, Wang.
  ☆47Updated 3 years ago
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆38Updated 3 years ago
• Reckziegel / Large-TVP-VAR
  Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.
  ☆21Updated 7 years ago
• JanDitzen / xtdcce2
  Estimating Dynamic Common Correlated Effects Models in Stata
  ☆29Updated 2 weeks ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆29Updated 4 months ago
• gabrielrvsc / ForecastingInflation
  ☆18Updated 2 years ago
• lucabarbaglia / FiGASR
  Lexicon-based Sentiment Analysis for Economic and Financial Applications in R
  ☆23Updated 10 months ago
• kvasilopoulos / awesome-var
  A curated list of Vector Autoregression resources
  ☆54Updated last year
• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆14Updated last year
• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆19Updated 8 years ago
• gabrielrvsc / HDeconometrics
  Set of R functions for high-dimensional econometrics
  ☆31Updated 4 years ago
• alexanderlange53 / BEKKs
  ☆11Updated 2 months ago
• MartinSpindler / Machine-Learning-in-Econometrics
  Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"
  ☆22Updated 8 years ago
• JamelSaadaoui / EconMacroBlog
  Repository for the codes of EconMacro's blog posts
  ☆12Updated this week
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆17Updated 5 years ago
• korobilis / DMA_FCI
  MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review
  ☆19Updated 5 years ago
• 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…
  ☆34Updated 3 weeks ago
• kolesarm / RDHonest
  Honest inference in regression discontinuity designs
  ☆58Updated last month
• msperlin / GARCH-RAC
  Repository for GARCH tutorial paper in RAC
  ☆28Updated 4 years ago
• MikeWolf007 / covShrinkage
  A package for shrinkage estimation of covariance matrices
  ☆12Updated 11 months ago
• edrubin / EC607S20
  Causally oriented doctoral econometrics course at UO, taught by Ed Rubin
  ☆85Updated 4 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"
  ☆26Updated 2 years ago
• ojorda / JEL-Code
  Local Projections by Oscar Jorda and Alan Taylor. STATA code
  ☆25Updated 5 months ago