predicting US Federal interest rate changes using the text of Fed press releases
☆15Jul 1, 2023Updated 2 years ago
Alternatives and similar repositories for hawkwatchers
Users that are interested in hawkwatchers are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆17Sep 20, 2023Updated 2 years ago
- Use machine learning (NLP) to demonstrate whether Federal Funds rate changes can be accurately predicted using just the FOMC - the US Fed…☆20Sep 8, 2019Updated 6 years ago
- Lexicon-based Sentiment Analysis for Economic and Financial Applications in R☆25Mar 6, 2024Updated 2 years ago
- A collection of Dynare models☆29Aug 24, 2020Updated 5 years ago
- ☆21Feb 6, 2022Updated 4 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Nowcasting macroeconomic indicators using Google Trends☆10Jun 23, 2022Updated 3 years ago
- Build custom model types for estimation.☆12Apr 17, 2025Updated last year
- Machine Learning for Economics☆94Sep 1, 2019Updated 6 years ago
- ☆13Apr 16, 2021Updated 5 years ago
- A convenient class for scraping all the existing FOMC meeting statements☆31Sep 25, 2023Updated 2 years ago
- Claude Code hook that detects context compaction and injects a reminder to re-read AGENTS.md, preventing post-compaction rule amnesia in …☆43Apr 29, 2026Updated last month
- Unlocking the power of computation to solve richer economic models☆35Updated this week
- Textual analysis of FOMC Transcripts. My research examines the relationship between words said during FOMC meetings, and changes in Feder…☆28Dec 11, 2017Updated 8 years ago
- Analyze central bank announcements☆76May 19, 2026Updated last week
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Aug 9, 2017Updated 8 years ago
- Computational Economics Course 2020 by Kenneth Judd☆11Feb 17, 2020Updated 6 years ago
- This repository contains dataset for paper FedNLP: An interpretable NLP System to Decode Federal Reserve Communications, published in SIG…☆15Feb 7, 2024Updated 2 years ago
- Predicting Bankruptcy - Machine Learning Algorithms☆18Nov 28, 2017Updated 8 years ago
- ☆14Mar 3, 2025Updated last year
- Methods for inferences for GMM models.☆14Nov 20, 2025Updated 6 months ago
- Freddie Mac Single Loan Data Analysis & Machine Learning (Regression / Classification)☆12Jun 11, 2017Updated 8 years ago
- ☆49May 31, 2020Updated 5 years ago
- Big Data Applications in Finance module (MSc level)☆16Sep 23, 2021Updated 4 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Graphical User Interface for Seasonal Adjustment☆23Oct 21, 2024Updated last year
- We propose using Probabilistic Graphical Models such as Bayesian Networks and Hidden Markov Models to construct a global-macro trading st…☆13Apr 28, 2018Updated 8 years ago
- Ambrogio Cesa-Bianchi's VAR Toolbox☆141Mar 23, 2026Updated 2 months ago
- Call julia from matlab.☆11Oct 15, 2015Updated 10 years ago
- this is a test repository☆20Jan 5, 2019Updated 7 years ago
- Economic Impact of Federal Reserve Speeches and Press Releases☆14May 5, 2019Updated 7 years ago
- This project presents the application of a MS-QRNN model designed to estimate Value at Risk accurately by integrating both numerical fin…☆12May 15, 2024Updated 2 years ago
- This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…☆22Aug 13, 2018Updated 7 years ago
- This repository automatically scrapes the FOMC meeting statements & minutes - tracking US monetary policy changes through time.☆24May 21, 2026Updated last week
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Describes and solves some simple HACT models in Julia. The notes and code is modified and translated from Benjamin Moll's notes and code…☆11Jun 2, 2016Updated 9 years ago
- ☆16May 30, 2024Updated last year
- Source code related to the article "Deep splitting method for parabolic PDEs" by Christian Beck, Sebastian Becker, Patrick Cheridito, Arn…☆15Nov 1, 2020Updated 5 years ago
- ☆19Apr 7, 2025Updated last year
- Python script to scrape a stock's historical earnings report dates from the SEC's website and put them into a CSV☆13Apr 27, 2017Updated 9 years ago
- A python implementation of McCracken & Ng (2017) Matlab code which is used to estimate factor models and make predictions on the basis of…☆19Nov 6, 2019Updated 6 years ago
- LP and VAR inference under potential misspecification☆24Jan 13, 2026Updated 4 months ago