Alternatives and similar repositories for FactorModels

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

• QuantEcon / dynamic_factor_models
  ☆41Updated 6 years ago
• AlexMeyer-Gohde / Rep-MMB
  Replication Toolbox of the Macroeconomic Model Data Base (MMB)
  ☆15Updated 10 months ago
• kvasilopoulos / awesome-var
  A curated list of Vector Autoregression resources
  ☆61Updated 2 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 …
  ☆27Updated 2 years ago
• cosimoizzo / DDFM
  Deep Dynamic Factor Models
  ☆25Updated this week
• theisij / ml-and-the-implementable-efficient-frontier
  Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)
  ☆19Updated 9 months ago
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆18Updated last year
• Alexander-M-Dickerson / TRACE-corporate-bond-processing
  Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
  ☆53Updated last year
• romainlafarguette / granulariv
  Granular instrumental variables, using Gabaix and Koijen paper (2020)
  ☆20Updated 3 years ago
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆19Updated 6 years ago
• jessegrabowski / gEconpy
  A collection of tools for working with DSGE models in python, inspired by the R package gEcon
  ☆35Updated 3 months ago
• eph / dsge
  simple dsge stuff in python
  ☆13Updated 2 months ago
• velikov-mihail / AssayingAnomalies
  MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
  ☆42Updated 2 years 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…
  ☆38Updated 4 years ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆20Updated last year
• cykbennie / fbi
  Factor-Based Imputation for Missing Data
  ☆59Updated 10 months ago
• bashtage / mfe-toolbox
  ☆109Updated 4 years 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…
  ☆125Updated 11 months ago
• DeepSurrogate / OptionPricing
  ☆19Updated 3 years ago
• gusamarante / dsgepy
  Calibrate, estimate and analyze linearized DSGE models.
  ☆35Updated 7 months ago
• goutham-fin / MacroFinance
  ☆16Updated 4 years ago
• hyperfra / Empirical_Macroeconomics
  This is a 12 classes course in Empirical Macroeconomics methods to identify shocks
  ☆25Updated 6 months ago
• forket86 / ANNEA
  ANN-based Expectations Algorithm applied to the Neoclassical Investment Model
  ☆10Updated 2 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
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆60Updated 2 years ago
• MagnusDahlquist / PhD403
  PhD 403: Empirical Asset Pricing
  ☆28Updated 7 years ago
• bank-of-england / MachineLearningCrisisPrediction
  ☆41Updated last year
• vilkovgr / qmoms
  qmoms package to compute option-implied moments from surface data
  ☆24Updated last year
• 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…
  ☆50Updated 5 months ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆18Updated 5 years ago