Alternatives and similar repositories for FactorModels

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

• cosimoizzo / DDFM
  Deep Dynamic Factor Models
  ☆22Updated last year
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆19Updated 6 years ago
• QuantEcon / dynamic_factor_models
  ☆40Updated 6 years ago
• goutham-fin / MacroFinance
  ☆15Updated 4 years ago
• mauep2025 / Global-Oil-Market
  This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …
  ☆26Updated last year
• KMueller-Lab / Global-Macro-Database-Python
  This repository stores the source code for the Python and R projects used to access the database.
  ☆11Updated 2 months ago
• european-central-bank / BEAR-toolbox
  The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…
  ☆119Updated 7 months ago
• Alexander-M-Dickerson / TRACE-corporate-bond-processing
  Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
  ☆51Updated 9 months ago
• romainlafarguette / granulariv
  Granular instrumental variables, using Gabaix and Koijen paper (2020)
  ☆20Updated 3 years ago
• bashtage / mfe-toolbox
  ☆106Updated 3 years ago
• pat-alt / deepvars
  Vector Autoregression augmented with deep learning.
  ☆16Updated last year
• AndreaPasqualini / numerical_methods_macroeconomics
  A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…
  ☆37Updated 4 years ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆19Updated last year
• GiulioRossetti94 / PyBondLab
  ☆27Updated last month
• 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…
  ☆45Updated 3 weeks ago
• forket86 / ANNEA
  ANN-based Expectations Algorithm applied to the Neoclassical Investment Model
  ☆10Updated 2 years ago
• eph / dsge
  simple dsge stuff in python
  ☆12Updated 10 months ago
• bank-of-england / InterpretableMLWorkflow
  ☆17Updated last year
• hyperfra / Empirical_Macroeconomics
  This is a 12 classes course in Empirical Macroeconomics methods to identify shocks
  ☆24Updated last month
• bank-of-england / MachineLearningCrisisPrediction
  ☆39Updated last year
• goutham-fin / BCF-Workshop
  Materials for the mini-course on deep learning and macro-finance.
  ☆22Updated last year
• kvasilopoulos / awesome-var
  A curated list of Vector Autoregression resources
  ☆57Updated 2 years ago
• WhitesPhD / ECOM025_2020
  Financial Econometrics module (MSc level)
  ☆21Updated 3 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…
  ☆34Updated last year
• DeepSurrogate / OptionPricing
  ☆18Updated 3 years ago
• korobilis / DMA_FCI
  MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review
  ☆20Updated 2 months ago
• gboehl / pydsge
  A package to simulate, filter, and estimate DSGE models with occasionally binding constraints
  ☆58Updated 2 months ago
• mte00 / TVP-VAR-Estimation-Workshop
  TVP VAR Workshop
  ☆14Updated 5 years ago
• jessegrabowski / gEconpy
  A collection of tools for working with DSGE models in python, inspired by the R package gEcon
  ☆30Updated 2 weeks ago
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆16Updated last year