Alternatives and similar repositories for DMA_FCI:

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

• szokeb87 / cs2005_pymc
  ☆14Updated 8 years ago
• anorring / Empirical-time-series-methods-for-macroeconomic-analysis
  Barcelona GSE Macroeconometrics Summer School 2018 course
  ☆14Updated 6 years ago
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆32Updated 6 months ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆28Updated last year
• Reckziegel / Large-TVP-VAR
  Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.
  ☆22Updated 7 years ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆31Updated 7 months ago
• rawatpranjal / structural-economics
  Dynamic Programming and Computational Economics
  ☆12Updated last year
• 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
• mte00 / TVP-VAR-Estimation-Workshop
  TVP VAR Workshop
  ☆12Updated 5 years ago
• mikkelpm / svma_iv
  Inference in SVMA models identified by external instruments/proxies
  ☆11Updated 2 years ago
• ckwolf92 / lp_var_inference
  LP and VAR inference under potential misspecification
  ☆11Updated 8 months ago
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆18Updated 6 years ago
• hyperfra / Empirical_Macroeconomics
  This is a 12 classes course in Empirical Macroeconomics methods to identify shocks
  ☆24Updated last week
• lucaguerrieri / occbin
  A set of routines that solve models with occasionally binding constraints using Dynare
  ☆10Updated 4 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 …
  ☆25Updated last year
• tcaravello / varplus
  Replication Files for "Evaluating Policy Counterfactuals: A VAR-Plus Approach"
  ☆13Updated 7 months ago
• anorring / Bayesian-methods-for-DSGE-models
  Barcelona GSE Macroeconometrics Summer School 2018 course
  ☆21Updated 6 years ago
• goutham-fin / BCF-Workshop
  Materials for the mini-course on deep learning and macro-finance.
  ☆21Updated 9 months ago
• dkaenzig / oilsupplynews
  Repository containing vintages of oil supply news shock data
  ☆11Updated 4 months ago
• LRondina / SVARs-Intro
  Introduction to Structural VAR models
  ☆11Updated 5 years ago
• corybaird / DSGE_models
  Intro to DSGE models using Python and Dynare
  ☆12Updated 4 years ago
• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆20Updated 9 years ago
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆17Updated 5 years ago
• zhentaoshi / C-Lasso
  The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Pa…
  ☆24Updated 2 months ago
• MagnusDahlquist / PhD403
  PhD 403: Empirical Asset Pricing
  ☆27Updated 6 years ago
• FredericMartenet / OLGHA
  Overlapping Generations Heterogeneous Agents (OLGHA) Model
  ☆21Updated 2 years ago
• barunik / sam
  Code to compute Spillover Asymmetry Measure (SAM) introduced in Baruník, J., Kočenda, E. and Vácha, L., 2016. Asymmetric connectedness on…
  ☆13Updated 6 years ago
• romainlafarguette / quantileproj
  Quantile Local Projections
  ☆12Updated 2 years ago
• tstockwe / Bayesian_TVPVAR
  Bayesian Estimation of a TVP-VAR Model
  ☆16Updated 6 years ago
• sebgraves / KS_and_Reiter
  Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).
  ☆12Updated 7 years ago