Comprehensive MATLAB toolkit for Vector Autoregression (VAR) analysis with extensive identification schemes
☆26Jul 21, 2026Updated last month
Alternatives and similar repositories for Vector-Autoregression
Users that are interested in Vector-Autoregression are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- LP and VAR inference under potential misspecification☆24Jan 13, 2026Updated 8 months ago
- Inference in SVMA models identified by external instruments/proxies☆20Dec 21, 2022Updated 3 years ago
- ☆24Aug 24, 2026Updated 3 weeks ago
- Python Framework for DSGE Modeling☆17Sep 4, 2026Updated 2 weeks ago
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆54Aug 19, 2024Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- This repository contains the files to implement panel local projections inference as proposed in “Micro Responses to Macro Shocks” (M. Al…☆20Aug 16, 2026Updated last month
- R Based Data Science Training Delivered to the Ugandan Ministry of Finance and Bureau of Statistics☆11Aug 18, 2021Updated 5 years ago
- Course on local projections for applied macroeconomics☆29Jan 14, 2026Updated 8 months ago
- A crash course on Climate Econ in Dynare☆20May 21, 2025Updated last year
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆13Jan 2, 2023Updated 3 years ago
- Materials for Econ 5253 Data Science for Economists course at U of Oklahoma☆22May 6, 2025Updated last year
- Course on Quantitative Macroeconomics (Master/PhD level)☆91Dec 12, 2025Updated 9 months ago
- The ultimate Python package for structural change in time-series econometrics and forecasting☆15Feb 23, 2026Updated 6 months ago
- Macro Framework Forecasting☆26Sep 9, 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.
- Curso completo de Econometría con Stata. Comprende Econometría de corte transversal, series de tiempo, panel de datos y Econometría espac…☆11Sep 19, 2020Updated 6 years ago
- A curated list of Vector Autoregression resources☆68Aug 6, 2026Updated last month
- SVAR toolbox for bayesian VAR estimation and a range of identification methods☆11Feb 16, 2025Updated last year
- Solution of Dynamic Incomplete Information Models☆11Apr 19, 2024Updated 2 years ago
- LPs or VARs? A Primer for Macroeconomists☆32May 22, 2025Updated last year
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆45Dec 21, 2022Updated 3 years ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆18Sep 11, 2026Updated last week
- Time Series And Econometric Modeling In R☆22Nov 3, 2025Updated 10 months ago
- Public code and demonstration on sequence space Jacobians of life cycle models☆32Jun 24, 2026Updated 2 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.
- Repository containing vintages of oil supply news shock data☆14Jun 9, 2026Updated 3 months ago
- LaTeX source and PDF slides for "Monetary Economics and Policy" by Pierpaolo Benigno, Marcos Consuegra Lopez, and Severin Rothen.☆34Mar 16, 2026Updated 6 months ago
- My CV, generated using R, Quarto, and a Googlesheet☆11Updated this week
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28May 23, 2023Updated 3 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆146Jul 1, 2026Updated 2 months ago
- We investigate the connectedness of GDP growth risk over 12 OECD member countries. Understanding the Growth-at-Risk of GDP has been a pop…☆10Jun 8, 2020Updated 6 years ago
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆33Sep 9, 2020Updated 6 years ago
- Códigos para o Curso de Finanças II na USP☆14Nov 12, 2018Updated 7 years ago
- ☆13Oct 11, 2024Updated last year
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Empirical macro toolbox☆157Updated this week
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆20Sep 20, 2023Updated 2 years ago
- Brown Econ PhD Math Camp 2023☆27Dec 13, 2023Updated 2 years ago
- [IrisToolbox] for Macroeconomic Modeling☆99Apr 17, 2024Updated 2 years ago
- Materials for empirical macro course☆32Feb 2, 2025Updated last year
- Markov-Switching State-Space Models☆15Jun 8, 2023Updated 3 years ago
- A collection of Dynare models☆28Aug 24, 2020Updated 6 years ago