LSTM neural networks for nowcasting economic data.
☆73May 2, 2024Updated 2 years ago
Alternatives and similar repositories for nowcast_lstm
Users that are interested in nowcast_lstm are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆64Nov 5, 2023Updated 2 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28May 23, 2023Updated 3 years ago
- Python Nowcasting☆135Jul 25, 2026Updated last month
- Dashboard: Macroeconomic Data of Brazil☆11Dec 31, 2022Updated 3 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆21Aug 21, 2025Updated last year
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆38Oct 30, 2025Updated 10 months ago
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆17Nov 7, 2022Updated 3 years ago
- A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…☆11Aug 11, 2026Updated last month
- Set of R functions for high-dimensional econometrics☆39Apr 23, 2020Updated 6 years ago
- Tools to analyze financial timeseries of single assets or portfolios. It is made for daily or less frequent data.☆31Sep 6, 2026Updated 2 weeks ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆146Jul 1, 2026Updated 2 months ago
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆33Sep 9, 2020Updated 6 years ago
- Weekly Tracker of economic activity☆35Sep 20, 2022Updated 4 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Sep 11, 2026Updated last week
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆106May 17, 2022Updated 4 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆36Sep 1, 2026Updated 2 weeks ago
- A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python☆34Oct 14, 2021Updated 4 years ago
- ☆19Mar 21, 2019Updated 7 years ago
- Dynamic factor model estimation for R☆25Oct 17, 2022Updated 3 years ago
- Repository for GARCH tutorial paper in RAC☆30Oct 14, 2020Updated 5 years ago
- Macro Framework Forecasting☆26Sep 9, 2026Updated last week
- A machine learning library for economics and finance☆11Feb 28, 2024Updated 2 years ago
- ☆24May 3, 2022Updated 4 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …☆11Mar 30, 2021Updated 5 years ago
- R package for Bayesian Vector Autoregression☆36Jul 2, 2020Updated 6 years ago
- Mixed Frequency State Space toolbox☆17Jan 29, 2024Updated 2 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 10 years ago
- Nowcasting☆235Sep 26, 2019Updated 6 years ago
- Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Mode…☆118Dec 8, 2022Updated 3 years ago
- Codes and data to plot figures in the paper "Micro-Estimates of Wealth for all Low- and Middle-Income Countries"☆14May 5, 2021Updated 5 years ago
- ☆10May 4, 2022Updated 4 years ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆35Jan 3, 2026Updated 8 months 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.
- The World Bank macro-fiscal models (MFMod) in modelflow (python)☆17Feb 16, 2026Updated 7 months ago
- KITE — Kiel Institute Trade Policy Evaluation Model☆16Updated this week
- Deep Dynamic Factor Models☆27Updated this week
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆18Jan 1, 2021Updated 5 years ago
- Julia code for an upper level undergraduate macroeconomics course.☆10May 18, 2022Updated 4 years ago
- This repository contains the reference implementation of the additive autoencoder. The technique is derived and experiments summarized in…☆14Oct 13, 2022Updated 3 years ago
- Agent based-model of the banking system (NetLogo)☆12Apr 13, 2018Updated 8 years ago