A powerful & convenient package for a two-step estimation method of the Factor augmented VAR (FAVAR) model, which is mainly based on RATS 10.0 .
☆20Aug 26, 2024Updated last year
Alternatives and similar repositories for Factor-augmented-vector-autoregressive-FAVAR-WINRATS-code-package-
Users that are interested in Factor-augmented-vector-autoregressive-FAVAR-WINRATS-code-package- are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- An economic forecasting model based on Factor Augmented VAR (FAVAR). The FAVAR approach is superior than classic VAR as it incorporates a…☆16Dec 30, 2020Updated 5 years ago
- Estimating and Forecasting Macroeconomics Variable Using Time Varying Parameters (TVP) Factor Augmented Vector Autoregression (FAVAR)☆17May 4, 2025Updated last year
- Code for Vector Quantile Regression (Carlier, Chernozhukov, Galichon, Annals of Statistics, 2016)☆17Sep 2, 2021Updated 4 years ago
- R package for Bayesian Vector Autoregression☆36Jul 2, 2020Updated 6 years ago
- Building up from a simple OLG☆10May 17, 2026Updated 2 months ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- I analyze the interplay of three U.S. time series: unemployment, inflation and gross domestic product. The first cleans the data and inve…☆10Nov 1, 2019Updated 6 years ago
- Introduction to Python programming summer course for QLAB☆15Jul 13, 2026Updated 2 weeks ago
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 7 years ago
- Solving models with numerical methods (economics)☆13Aug 1, 2023Updated 2 years ago
- 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 10 years ago
- Markdown 语法简体中文版(Fork 于繁体中文版 http://markdown.tw/ )☆12Mar 6, 2019Updated 7 years ago
- Piecewise quadratic approximation to the Black-Scholes value of a straddle vs. stock price☆15Jan 15, 2026Updated 6 months ago
- Python code for rolling Value at Risk(VaR) of fiancial assets and some of economic time series, based on the procedure proposed by Hull &…☆13Oct 21, 2021Updated 4 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆143Jul 1, 2026Updated 3 weeks ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆18Sep 4, 2024Updated last year
- Fenced code tabs plugin for Jekyll☆21Mar 20, 2020Updated 6 years ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆41Feb 10, 2020Updated 6 years ago
- Analysis of the MovieLens dataset of movie ratings and reviews.☆11Sep 2, 2018Updated 7 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆29Mar 4, 2021Updated 5 years ago
- The R package varycoef implements Gaussian processes spatially varying coefficient models.