Alternatives and similar repositories for GARCH-RAC:

Users that are interested in GARCH-RAC are comparing it to the libraries listed below

• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆31Updated 5 months ago
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆38Updated 3 years ago
• AndersAsa / IMF_Macro_Forecasting_R
  R code for the IMF edX course on Macroeconomic Forecasting
  ☆14Updated 9 years ago
• gabrielrvsc / HDeconometrics
  Set of R functions for high-dimensional econometrics
  ☆31Updated 4 years ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆31Updated 5 months ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆26Updated last year
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆30Updated 4 years ago
• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆51Updated 3 months ago
• nmecsys / nowcasting
  R package for Dynamic Factor Models with mixed frequencies and unbalanced panel
  ☆101Updated 2 years ago
• alexiosg / rugarch
  Univariate GARCH models in R
  ☆26Updated 2 months ago
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆46Updated 2 years ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆30Updated 5 months ago
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated last year
• MatthieuStigler / tsDyn
  tsDyn
  ☆34Updated 4 months ago
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆43Updated last year
• bssherwood / rqpen
  Penalized Quantile Regression
  ☆17Updated 2 weeks ago
• MikeWolf007 / covShrinkage
  A package for shrinkage estimation of covariance matrices
  ☆12Updated last year
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆17Updated 8 months ago
• cykbennie / fbi
  Factor-Based Imputation for Missing Data
  ☆57Updated last month
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆17Updated 5 years ago
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆30Updated 4 months ago
• LeopoldoCatania / GAS
  GAS models
  ☆34Updated 3 years ago
• gabrielrvsc / ForecastingInflation
  ☆18Updated 2 years ago
• tidy-finance / website
  This repository hosts the source code for the website tidy-finance.org
  ☆92Updated this week
• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆19Updated 8 years ago
• hisamsabouni / macroLectures
  Macroeconomics at Claremont Graduate University
  ☆42Updated 6 years ago
• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆14Updated last year
• zhentaoshi / Boosted_HP_filter
  Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"
  ☆26Updated 2 years ago
• andrewchbaker / JFE_DID
  This repo contains the code to replicate the analyses in Baker, Larcker, Wang.
  ☆48Updated 3 years ago