Alternatives and similar repositories for pydynpd:

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

• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆26Updated last year
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆43Updated last year
• pat-alt / deepvars
  Vector Autoregression augmented with deep learning.
  ☆15Updated last year
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆30Updated 4 years ago
• bank-of-england / InterpretableMLWorkflow
  ☆16Updated 8 months ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆27Updated 3 years ago
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆18Updated 5 years ago
• hyperfra / Empirical_Macroeconomics
  This is a 12 classes course in Empirical Macroeconomics methods to identify shocks
  ☆24Updated 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
• ncachanosky / Macro-with-Python
  Macro with Python
  ☆54Updated 3 years ago
• jessegrabowski / gEconpy
  A collection of tools for working with DSGE models in python, inspired by the R package gEcon
  ☆28Updated last week
• QuantEcon / dynamic_factor_models
  ☆39Updated 6 years ago
• kvasilopoulos / awesome-var
  A curated list of Vector Autoregression resources
  ☆54Updated last year
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆30Updated 3 months ago
• dhopp1 / nowcast_lstm
  LSTM neural networks for nowcasting economic data.
  ☆63Updated 9 months ago
• lucabarbaglia / FiGASR
  Lexicon-based Sentiment Analysis for Economic and Financial Applications in R
  ☆23Updated 11 months 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
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆31Updated 4 months ago
• marcinbielecki / Applied_Macroeconomics
  Applied Macroeconomics, a course taught at the University of Warsaw
  ☆20Updated 4 years ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆29Updated 5 months ago
• d2cml-ai / 14.388_py
  This material has been created based on the tutorials of the course 14.388 Inference on Causal and Structural Parameters Using ML and AI …
  ☆16Updated last year
• 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
• chrisconlon / CommonOwnerReplication
  Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)
  ☆36Updated 2 years ago
• eurostat / econowcast
  Experimental tools (R) for Big Data econometrics nowcasting and early estimates
  ☆31Updated 4 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…
  ☆36Updated last month
• dkaenzig / replicationOilSupplyNews
  Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021
  ☆14Updated last year
• szokeb87 / cs2005_pymc
  ☆13Updated 8 years ago
• lnsongxf / Applied_Computational_Economics_and_Finance
  ECON457 2018 Applied Computational Economics and Finance
  ☆26Updated 7 years ago
• suahjl / localprojections
  This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…
  ☆29Updated 2 months ago
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆17Updated 5 years ago