davidjsmith44 / NLP-Fed-SpeechesLinks
Economic Impact of Federal Reserve Speeches and Press Releases
☆13Updated 6 years ago
Alternatives and similar repositories for NLP-Fed-Speeches
Users that are interested in NLP-Fed-Speeches are comparing it to the libraries listed below
Sorting:
- Resources for a PhD class module focused on anomalies.☆19Updated last year
- Empirical Data and Some Simulation Codes☆109Updated 6 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- ☆24Updated 8 years ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆44Updated 2 years ago
- ☆109Updated 4 years ago
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆30Updated 3 years ago
- Replication Code for Identifying Price Informativeness☆13Updated 4 years ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆54Updated last year
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆16Updated 2 years ago
- Replication of momentum strategy☆20Updated 3 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 …☆27Updated 2 years ago
- Nowcasting☆228Updated 6 years ago
- Calculate U.S. equity (portfolio) characteristics☆107Updated last year
- Pricing the Term Structure with Linear Regressions☆42Updated 7 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- Python Nowcasting☆131Updated 4 years ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆36Updated 2 years ago
- CentralBankRoBERTA is a large language model. It combines an economic agent classifier that distinguishes five basic macroeconomic agents…☆27Updated last year
- Financial research data services for academics.☆98Updated 4 months ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆20Updated last year
- Example code of simple things one can do with our open-source asset pricing data☆54Updated last year
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆41Updated 3 weeks ago
- ☆78Updated 3 years ago
- Code for Textual Factor Framework in Cong, Liang and Zhang 2019☆19Updated last year
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆20Updated 10 months ago
- PhD 403: Empirical Asset Pricing☆28Updated 7 years ago
- Code to get data from WRDS to PostgreSQL☆51Updated 4 months ago
- A python script to create a mapping table between I/B/E/S and Compustat☆18Updated 6 years ago
- US equity (portfolio) characteristics, the main file is in SAS.☆20Updated 2 years ago