msperlin / GARCH-RAC
Repository for GARCH tutorial paper in RAC
☆29Updated 4 years ago
Alternatives and similar repositories for GARCH-RAC:
Users that are interested in GARCH-RAC are comparing it to the libraries listed below
- Set of R functions for high-dimensional econometrics☆31Updated 4 years ago
- Dynamic Factor Models for R☆33Updated 2 weeks ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28Updated last year
- R code for the IMF edX course on Macroeconomic Forecasting☆14Updated 9 years ago
- R package for Mixed-Frequency Bayesian VARs☆39Updated 3 years ago
- R package for Bayesian Vector Autoregression☆30Updated 4 years ago
- R Package for data driven SVAR identification of impulse response functions☆48Updated 2 years ago
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆54Updated 4 months ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆32Updated 6 months ago
- tsDyn☆34Updated 5 months ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆102Updated 2 years ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆32Updated 5 months ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆16Updated last year
- Univariate GARCH models in R☆26Updated 3 months ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆17Updated 9 months ago
- Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"☆22Updated 8 years ago
- Estimating VARs using sign restrictions in R☆20Updated 9 years ago
- Lexicon-based Sentiment Analysis for Economic and Financial Applications in R☆23Updated last year
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆40Updated 3 weeks ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆44Updated last year
- Analysis of the Primiceri (REStud, 2005) model☆31Updated 7 months ago
- GAS models☆34Updated 3 years ago
- R/C++ implementation of Bayes VAR models☆17Updated 5 years ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆27Updated 4 months ago
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆12Updated 2 years ago
- Factor-Based Imputation for Missing Data☆58Updated 2 months ago
- R package to estimate time-varying coefficient regressions☆19Updated last year
- Dashboard: Macroeconomic Data of Brazil☆11Updated 2 years ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆17Updated 2 weeks ago
- This repository hosts the source code for the website tidy-finance.org☆93Updated last week