msperlin / GARCH-RACLinks
Repository for GARCH tutorial paper in RAC
☆31Updated 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
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
- Factor-Based Imputation for Missing Data☆58Updated 7 months ago
- Dynamic Factor Models for R☆39Updated last month
- R package for Mixed-Frequency Bayesian VARs☆42Updated 4 years ago
- R package for mixed frequency time series data analysis.☆78Updated 5 months ago
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆57Updated 10 months ago
- Multivariate Time Series Models: VAR, SVAR and SVEC☆45Updated 3 years ago
- R Package for data driven SVAR identification of impulse response functions☆49Updated 3 weeks ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆17Updated 2 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆29Updated 2 years ago
- R package to estimate time-varying coefficient regressions☆19Updated 2 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated 11 months ago
- Univariate GARCH models in R☆28Updated 3 months ago
- tsDyn☆35Updated 10 months ago
- Penalized Quantile Regression☆18Updated 7 months ago
- A package for shrinkage estimation of covariance matrices☆12Updated last year
- This repository hosts the source code for the website tidy-finance.org☆101Updated last week
- Bayesian Macroeconometrics in R☆91Updated 3 years ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆21Updated 2 months ago
- R package for Bayesian Vector Autoregression☆31Updated 5 years ago
- Leontief's Input-Output Model in R☆17Updated 2 weeks ago
- R code for the IMF edX course on Macroeconomic Forecasting☆16Updated 9 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆16Updated 3 weeks ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆31Updated 9 months ago
- Dashboard: Macroeconomic Data of Brazil☆11Updated 2 years ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆35Updated 11 months ago
- An R package for IMF data api☆49Updated last year
- MacroEconomic Expectations Data in R using the Central Bank of Brazil API☆10Updated 3 years ago
- GAS models☆34Updated 4 years ago