A curated list of Vector Autoregression resources
☆66Apr 19, 2026Updated 2 months ago
Alternatives and similar repositories for awesome-var
Users that are interested in awesome-var are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆18Aug 31, 2023Updated 2 years ago
- Estimating VARs using sign restrictions in R☆22Mar 29, 2016Updated 10 years ago
- Empirical macro toolbox☆151Jun 24, 2026Updated 2 weeks ago
- LP and VAR inference under potential misspecification☆24Jan 13, 2026Updated 5 months ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆35Jan 3, 2026Updated 6 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆56Jul 9, 2025Updated last year
- R package for Bayesian Vector Autoregression☆35Jul 2, 2020Updated 6 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Sep 28, 2024Updated last year
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆143Jul 1, 2026Updated last week
- Vector autoregressive model in Julia☆38Jun 22, 2022Updated 4 years ago
- Codes for for Bayesian Local Projections & Bayesian Direct Forecasts☆19Jun 19, 2023Updated 3 years ago
- [IrisToolbox] for Macroeconomic Modeling☆98Apr 17, 2024Updated 2 years ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆38Oct 30, 2025Updated 8 months ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆28Jun 16, 2025Updated last year
- 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.
- Granger causality testing in High Dimensional Vector Autoregressive Models☆19Jun 5, 2026Updated last month
- Ambrogio Cesa-Bianchi's VAR Toolbox☆167Jun 29, 2026Updated last week
- R package for Mixed-Frequency Bayesian VARs☆46May 11, 2021Updated 5 years ago
- JambroBeamerTheme☆165Jun 29, 2026Updated last week
- SVAR toolbox for bayesian VAR estimation and a range of identification methods☆11Feb 16, 2025Updated last year
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆30Jun 19, 2026Updated 3 weeks ago
- r package for bayesian VARs☆23Dec 12, 2017Updated 8 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆14Apr 17, 2021Updated 5 years ago
- Julia code for an upper level undergraduate macroeconomics course.☆10May 18, 2022Updated 4 years ago
- Multivariate Time Series Models: VAR, SVAR and SVEC☆47Mar 25, 2022Updated 4 years ago
- TVP VAR Workshop☆14Feb 26, 2020Updated 6 years ago
- Bayesian Macroeconometrics in R☆92Jul 18, 2022Updated 3 years ago
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆12Jan 2, 2023Updated 3 years ago
- A package for evaluating macroeconomic forecasts developed by the Bank of England.☆28Jun 29, 2026Updated last week
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- Course on 'Climate macroeconomics and finance' - University of Bologna☆51Oct 20, 2024Updated last year
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Replication codes for several of my projects☆16Apr 16, 2026Updated 2 months ago
- Python package that implements temporal disaggregation models to convert low-frequency to high-frequency time series (pip install timedis…☆22Dec 29, 2020Updated 5 years ago
- Macroeconomic modeling package for Python☆22May 13, 2026Updated last month
- TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…☆11Jul 18, 2022Updated 3 years ago
- Factor-Based Imputation for Missing Data☆63Jan 24, 2025Updated last year
- Track publicly available replication codes/supplemental materials in economics (currently top 10) journals☆30Jul 2, 2026Updated last week
- Tidymodels for Nested/Panel Data☆13Sep 30, 2023Updated 2 years ago