Alternatives and similar repositories for FactorModels

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

• hyperfra / Empirical_Macroeconomics
  This is a 12 classes course in Empirical Macroeconomics methods to identify shocks
  ☆24Updated last week
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆16Updated 11 months ago
• goutham-fin / BCF-Workshop
  Materials for the mini-course on deep learning and macro-finance.
  ☆21Updated 11 months ago
• tcaravello / mp_modelcnfctls
  Replication Files for "Evaluating Monetary Policy Counterfactuals: (When) Do We Need Structural Models?" by Caravello, McKay & Wolf
  ☆14Updated last month
• ckwolf92 / lp_var_inference
  LP and VAR inference under potential misspecification
  ☆11Updated 10 months ago
• QuantEcon / dynamic_factor_models
  ☆39Updated 6 years ago
• goutham-fin / MacroFinance
  ☆15Updated 3 years ago
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆18Updated 6 years ago
• WhitesPhD / ECOM025_2020
  Financial Econometrics module (MSc level)
  ☆21Updated 3 years ago
• chrisconlon / CommonOwnerReplication
  Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)
  ☆37Updated 2 years ago
• WhitesPhD / ECOM151_2020
  Big Data Applications in Finance module (MSc level)
  ☆15Updated 3 years ago
• gboehl / pydsge
  A package to simulate, filter, and estimate DSGE models with occasionally binding constraints
  ☆59Updated 3 weeks ago
• AndreaPasqualini / numerical_methods_macroeconomics
  A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…
  ☆36Updated 4 years ago
• suahjl / localprojections
  This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…
  ☆35Updated 6 months ago
• dkaenzig / oilsupplynews
  Repository containing vintages of oil supply news shock data
  ☆11Updated 2 weeks ago
• eph / dsge
  simple dsge stuff in python
  ☆13Updated 8 months ago
• 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…
  ☆43Updated last week
• mikkelpm / svma_iv
  Inference in SVMA models identified by external instruments/proxies
  ☆12Updated 2 years ago
• kvasilopoulos / awesome-var
  A curated list of Vector Autoregression resources
  ☆56Updated last year
• LRondina / SVARs-Intro
  Introduction to Structural VAR models
  ☆12Updated 5 years ago
• anorring / Empirical-time-series-methods-for-macroeconomic-analysis
  Barcelona GSE Macroeconometrics Summer School 2018 course
  ☆14Updated 6 years ago
• dkaenzig / replicationOilSupplyNews
  Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021
  ☆14Updated last year
• jdebacker / CompEcon_Fall21
  ECON 833: Computational Methods for Economists
  ☆16Updated 3 years ago
• rawatpranjal / structural-economics
  Dynamic Programming and Computational Economics
  ☆12Updated last year
• FRBNY-DSGE / rstarBrookings2017
  Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…
  ☆33Updated 10 months ago
• J-Kahn / estimating-dynamic-corporate
  Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"
  ☆23Updated 7 years ago
• Mekahou / Fun-Stuff
  ☆15Updated 10 months ago
• matteocourthoud / Phd-Econometrics
  Graduate Econometrics course notes with code in Julia
  ☆23Updated 3 years ago
• cosimoizzo / DDFM
  Deep Dynamic Factor Models
  ☆20Updated last year
• forket86 / ANNEA
  ANN-based Expectations Algorithm applied to the Neoclassical Investment Model
  ☆10Updated 2 years ago