Alternatives and similar repositories for dsgepy:

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

• ncachanosky / Macro-with-Python
  Macro with Python
  ☆54Updated 3 years ago
• andreachello / Applied-Econometric-Time-Series
  A repository to explore the concepts of applied econometrics in the context of financial time-series.
  ☆35Updated 5 years ago
• ani1231091 / Real-Business-Cycle
  RBC Model Jupyter Notebook
  ☆10Updated 6 years ago
• gboehl / pydsge
  A package to simulate, filter, and estimate DSGE models with occasionally binding constraints
  ☆59Updated last month
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆14Updated 9 months 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…
  ☆35Updated 3 years ago
• kvasilopoulos / awesome-var
  A curated list of Vector Autoregression resources
  ☆54Updated last year
• WhitesPhD / ECOM151_2020
  Big Data Applications in Finance module (MSc level)
  ☆15Updated 3 years ago
• suahjl / localprojections
  This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…
  ☆30Updated 3 months 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
• letsgoexploring / computational-macroeconomics
  Resources for undergraduate course in computational macroeconomics.
  ☆75Updated last year
• zhangkelly014 / Nowcasting
  Key: time series analysis, forecasting of GDP growth, macroeconomic, Kalman-filtering techniques, and a dynamic factor model.
  ☆11Updated 4 years ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆16Updated 4 years ago
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆18Updated 5 years ago
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆43Updated last year
• wmutschl / dsge
  Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
  ☆79Updated 2 years 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.
  ☆47Updated 4 months 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 …
  ☆25Updated last year
• hyperfra / Empirical_Macroeconomics
  This is a 12 classes course in Empirical Macroeconomics methods to identify shocks
  ☆24Updated 3 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…
  ☆37Updated 2 months ago
• QuantEcon / dynamic_factor_models
  ☆39Updated 6 years ago
• kerkphil / DSGE-Utilities
  Python Programming Code for Dynamic Stochastic General Equilibrium Modeling
  ☆40Updated 3 years ago
• ZhangZhiHu / assetPricing
  ☆23Updated 7 years ago
• kerkphil / Jupyter_Notebooks
  Jupyter notebooks illustrating solutions to computational macroeconomic problems
  ☆16Updated 3 years ago
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆30Updated 4 years ago
• wmutschl / Quantitative-Macroeconomics
  Course on Quantitative Macroeconomics (Master/PhD level)
  ☆56Updated 2 weeks ago
• chrisconlon / CommonOwnerReplication
  Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)
  ☆36Updated 2 years ago
• wmutschl / macroeconometrics
  Course on Macroeconometrics (graduate level)
  ☆54Updated 2 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…
  ☆101Updated 2 months ago