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
Alternatives and similar repositories for nowcasting_benchmark
Users that are interested in nowcasting_benchmark are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28May 23, 2023Updated 3 years ago
- LSTM neural networks for nowcasting economic data.☆73May 2, 2024Updated 2 years ago
- Python Nowcasting☆134Jul 25, 2026Updated 2 weeks ago
- Nowcasting☆234Sep 26, 2019Updated 6 years ago
- ☆19Mar 21, 2019Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Dynamic Factor Models for R☆46Jun 18, 2026Updated last month
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆106May 17, 2022Updated 4 years ago
- ☆22Jun 17, 2024Updated 2 years ago
- Object oriented toolbox for data management, graphics and econometrics.☆10Nov 23, 2024Updated last year
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆33Sep 9, 2020Updated 5 years ago
- A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python☆34Oct 14, 2021Updated 4 years ago
- Weekly Tracker of economic activity☆34Sep 20, 2022Updated 3 years ago
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13May 2, 2024Updated 2 years ago
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆58Jul 9, 2025Updated last year
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- CentralBankRoBERTA is a large language model. It combines an economic agent classifier that distinguishes five basic macroeconomic agents…☆33Feb 28, 2024Updated 2 years ago
- These R codes replicate the models and the experiments discussed in Canelli, Fontana, Realfonzo and Veronese Passarella (2021, 2022, 2024…☆11Jul 6, 2026Updated last month
- An economic forecasting model based on Factor Augmented VAR (FAVAR). The FAVAR approach is superior than classic VAR as it incorporates a…☆16Dec 30, 2020Updated 5 years ago
- ☆11Jul 20, 2015Updated 11 years ago
- A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…☆10May 28, 2024Updated 2 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆35Jun 17, 2026Updated last month
- A curated list of Vector Autoregression resources☆67Updated this week
- TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…☆11Jul 18, 2022Updated 4 years ago
- Repository for GARCH tutorial paper in RAC☆30Oct 14, 2020Updated 5 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Package to translate R data sets☆13Jul 4, 2023Updated 3 years ago
- This repository contains dataset for paper FedNLP: An interpretable NLP System to Decode Federal Reserve Communications, published in SIG…☆15Feb 7, 2024Updated 2 years ago
- R package for Ookla's open data☆33Oct 19, 2021Updated 4 years ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆18Aug 31, 2023Updated 2 years ago
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆17Jan 1, 2021Updated 5 years ago
- High performance database configuration suitable for read-only workloads☆11Jun 28, 2022Updated 4 years ago
- ☆17Jun 3, 2024Updated 2 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆16Jun 22, 2022Updated 4 years ago
- Create data heavy {pagedown} reports (slide decks)☆19Oct 14, 2022Updated 3 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- The major goal of this project is to predict financial re- cession given the frequencies of the top 500 word stems in the reports of fina…☆14Apr 21, 2015Updated 11 years ago
- Forecasting Inflation in a data-rich environment: the benefits of machine learning methods☆13Apr 19, 2019Updated 7 years ago
- Yield Curve Modeling Using Dynamic Gaussian Processes☆17May 29, 2022Updated 4 years ago
- Dashboard: Macroeconomic Data of Brazil☆11Dec 31, 2022Updated 3 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Sep 28, 2024Updated last year
- Large language models: a primer for economists☆20Jun 11, 2025Updated last year
- Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"☆34May 4, 2016Updated 10 years ago