Alternatives and similar repositories for RiskPremium

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

• forket86 / ANNEA
  ANN-based Expectations Algorithm applied to the Neoclassical Investment Model
  ☆10Updated 2 years ago
• lphansen / Beliefs
  Python code for Robust Identification of Investor Beliefs
  ☆14Updated 5 years ago
• PaulSoderlind / EmpiricalFinancePhD
  Empirical Finance Course (PhD, Julia code)
  ☆38Updated last year
• PaulSoderlind / FinancialEconometrics
  Financial Econometrics (MSc, Julia code)
  ☆66Updated 5 months ago
• caimichael / macrofoundations_notes
  Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.
  ☆15Updated 8 years ago
• goutham-fin / MacroFinance
  ☆16Updated 4 years ago
• DaveBackus / MFAP
  Macroeconomic Foundations for Asset Prices, an undergrad course at NYU
  ☆15Updated 10 years ago
• LRondina / SVARs-Intro
  Introduction to Structural VAR models
  ☆12Updated 5 years ago
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆19Updated 6 years ago
• elmarmertens / CCMMoutlierVAR-code
  Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…
  ☆11Updated 3 years ago
• MCHatcher / Solving_models_with_numerical_methods
  Solving models with numerical methods (economics)
  ☆13Updated 2 years ago
• marcinbielecki / Applied_Macroeconomics
  Applied Macroeconomics, a course taught at the University of Warsaw
  ☆20Updated 4 years ago
• anorring / Empirical-time-series-methods-for-macroeconomic-analysis
  Barcelona GSE Macroeconometrics Summer School 2018 course
  ☆15Updated 7 years ago
• FRBNY-DSGE / rstarBrookings2017
  Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…
  ☆35Updated last year
• J-Kahn / estimating-dynamic-corporate
  Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"
  ☆23Updated 8 years ago
• cm1518 / FAIR
  Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming
  ☆13Updated 4 years ago
• chrisconlon / CommonOwnerReplication
  Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)
  ☆38Updated 3 years ago
• mwaugh0328 / consumption_and_tradewar
  Code to reproduce aspects of "The Consumption Response to Trade Shocks: Evidence from the US-China Trade War"
  ☆28Updated 6 years ago
• MagnusDahlquist / PhD403
  PhD 403: Empirical Asset Pricing
  ☆28Updated 7 years ago
• jm4474 / Confidence_Bands
  This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…
  ☆16Updated 7 years ago
• J-Kahn / PyELike
  Generalized empirical likelihood and generalized method of moments estimators for Python
  ☆11Updated 7 years ago
• wmutschl / ReplicationDSGEHOS
  Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
  ☆10Updated 3 years ago
• FRBNY-DSGE / DSGE-2015-Apr
  Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"
  ☆30Updated 6 years ago
• anorring / Bayesian-times-series-methods
  Barcelona GSE Macroeconometrics Summer School 2018 courses
  ☆14Updated 7 years ago
• FRBNY-DSGE / CEF_2017_Workshop
  Code and teaching material for "Modeling with Julia -- with an Application to the New York Fed DSGE", a workshop at CEF 2017
  ☆23Updated 3 years ago
• eurostat / econowcast
  Experimental tools (R) for Big Data econometrics nowcasting and early estimates
  ☆31Updated 5 years ago
• QuantEcon / dynamic_factor_models
  ☆41Updated 6 years ago
• jm4474 / FOMCTextAnalysis
  ☆21Updated 4 years ago
• XueningZhu / NAR_old
  The code for network autoregression model (NAR)
  ☆10Updated 9 years ago
• anorring / Bayesian-methods-for-DSGE-models
  Barcelona GSE Macroeconometrics Summer School 2018 course
  ☆21Updated 7 years ago