dhopp1 / nowcasting_benchmarkLinks
Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
☆45Updated last year
Alternatives and similar repositories for nowcasting_benchmark
Users that are interested in nowcasting_benchmark are comparing it to the libraries listed below
Sorting:
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆27Updated 2 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆17Updated 11 months ago
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Updated 4 years ago
- ☆19Updated 3 years ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆50Updated 7 months ago
- Deep Dynamic Factor Models☆20Updated last year
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆14Updated last year
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆25Updated last year
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆43Updated last week
- R package for Bayesian Vector Autoregression☆32Updated 4 years ago
- Python Nowcasting☆126Updated 4 years ago
- ☆38Updated 3 months ago