Alternatives and similar repositories for FOMCTextAnalysis:

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

• marcinbielecki / Applied_Macroeconomics
  Applied Macroeconomics, a course taught at the University of Warsaw
  ☆20Updated 4 years ago
• ali-aka-ahmed / FOMCTranscriptAnalysis
  Textual analysis of FOMC Transcripts. My research examines the relationship between words said during FOMC meetings, and changes in Feder…
  ☆27Updated 7 years ago
• eloualiche / RiskPremium
  Measuring the Market Risk Premium
  ☆18Updated 2 years ago
• MagnusDahlquist / PhD403
  PhD 403: Empirical Asset Pricing
  ☆27Updated 6 years ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆17Updated 10 months ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 4 years ago
• goutham-fin / MacroFinance
  ☆15Updated 3 years ago
• chrisconlon / CommonOwnerReplication
  Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)
  ☆36Updated 2 years ago
• lucabarbaglia / t-VAR
  Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…
  ☆19Updated 4 years ago
• lnsongxf / Applied_Computational_Economics_and_Finance
  ECON457 2018 Applied Computational Economics and Finance
  ☆27Updated 7 years ago
• WhitesPhD / ECOM151_2020
  Big Data Applications in Finance module (MSc level)
  ☆15Updated 3 years ago
• forket86 / ANNEA
  ANN-based Expectations Algorithm applied to the Neoclassical Investment Model
  ☆10Updated 2 years ago
• andrewchbaker / BaGel
  Codes to replicate analysis in Baker & Gelbach (2020)
  ☆11Updated 5 years ago
• QuantEcon / dynamic_factor_models
  ☆39Updated 6 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…
  ☆36Updated 4 years ago
• lphansen / Beliefs
  Python code for Robust Identification of Investor Beliefs
  ☆13Updated 4 years ago
• andrewchbaker / Data-Cleans
  This repo has code to do primary data cleaning for Compustat / Crsp from WRDS
  ☆19Updated 4 years ago
• jhlinplus / high_dim_favar_estimation
  Official Code Repo for Paper "Regularized estimation of high-dimensional FAVAR models" in JMLR, 2020
  ☆8Updated last year
• wenddymacro / Applied-Econometrics
  DSGE/CGE/VAR/DID/RD/IV/Panel Data
  ☆17Updated 5 years ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆28Updated 4 years ago
• J-Kahn / PyELike
  Generalized empirical likelihood and generalized method of moments estimators for Python
  ☆11Updated 7 years ago
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆32Updated 4 years ago
• ZhangZhiHu / assetPricing
  ☆23Updated 7 years ago
• ralphkoijen / demand_asset_pricing
  ☆15Updated 4 years ago
• anorring / Empirical-time-series-methods-for-macroeconomic-analysis
  Barcelona GSE Macroeconometrics Summer School 2018 course
  ☆14Updated 6 years ago
• ani1231091 / Real-Business-Cycle
  RBC Model Jupyter Notebook
  ☆10Updated 6 years ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆27Updated last year
• as4456 / Leo_Krippner_SSR
  Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model
  ☆15Updated 4 years ago
• korobilis / DMA_FCI
  MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review
  ☆20Updated 5 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