msperlin / GARCH-RACLinks
Repository for GARCH tutorial paper in RAC
☆31Updated 5 years ago
Alternatives and similar repositories for GARCH-RAC
Users that are interested in GARCH-RAC are comparing it to the libraries listed below
Sorting:
- Set of R functions for high-dimensional econometrics☆37Updated 5 years ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆102Updated 3 years ago
- R package for Mixed-Frequency Bayesian VARs☆44Updated 4 years ago
- R Package for data driven SVAR identification of impulse response functions☆54Updated 3 months ago
- Dynamic Factor Models for R☆43Updated last week
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated last year
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆57Updated last year
- Dashboard: Macroeconomic Data of Brazil☆11Updated 3 years ago
- ☆25Updated 2 months ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆30Updated 2 years ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆17Updated 2 years ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆27Updated 7 months ago
- Multivariate Time Series Models: VAR, SVAR and SVEC☆46Updated 3 years ago
- R package for mixed frequency time series data analysis.☆81Updated 10 months ago
- Factor-Based Imputation for Missing Data☆61Updated last year
- tsDyn☆35Updated last year
- Bayesian Macroeconometrics in R☆91Updated 3 years ago
- R code for the IMF edX course on Macroeconomic Forecasting☆17Updated 10 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆17Updated 5 months ago
- A package for shrinkage estimation of covariance matrices☆14Updated last year
- Univariate GARCH models in R☆30Updated 7 months ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆31Updated last month
- Penalized Poisson Pseudo Maximum Likelihood☆14Updated 11 months ago
- R package to estimate time-varying coefficient regressions☆19Updated 4 months ago
- R package for Bayesian Vector Autoregression☆31Updated 5 years ago
- R/C++ implementation of Bayes VAR models☆21Updated 6 years ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆35Updated 3 months ago
- Macroeconomics at Claremont Graduate University☆48Updated 7 years ago
- Analysis of the Primiceri (REStud, 2005) model☆32Updated last year
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆26Updated 8 years ago