Alternatives and similar repositories for nowcasting

Users that are interested in nowcasting are comparing it to the libraries listed below

• mpiktas / midasr
  R package for mixed frequency time series data analysis.
  ☆81Updated 9 months ago
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆54Updated 3 months ago
• kthohr / BMR
  Bayesian Macroeconometrics in R
  ☆91Updated 3 years ago
• gabrielrvsc / HDeconometrics
  Set of R functions for high-dimensional econometrics
  ☆37Updated 5 years ago
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆44Updated 4 years ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆33Updated last year
• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆57Updated last year
• ropensci / dfms
  Dynamic Factor Models for R
  ☆43Updated last week
• bpfaff / vars
  Multivariate Time Series Models: VAR, SVAR and SVEC
  ☆46Updated 3 years ago
• msperlin / GARCH-RAC
  Repository for GARCH tutorial paper in RAC
  ☆31Updated 5 years ago
• MatthieuStigler / tsDyn
  tsDyn
  ☆35Updated last year
• hisamsabouni / macroLectures
  Macroeconomics at Claremont Graduate University
  ☆48Updated 7 years ago
• cykbennie / fbi
  Factor-Based Imputation for Missing Data
  ☆61Updated last year
• lucabarbaglia / FiGASR
  Lexicon-based Sentiment Analysis for Economic and Financial Applications in R
  ☆24Updated last year
• tomzylkin / penppml
  Penalized Poisson Pseudo Maximum Likelihood
  ☆14Updated 11 months ago
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated 4 months ago
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆35Updated 3 months ago
• danielbr2 / U.FIE
  ☆25Updated 2 months ago
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆31Updated 5 years ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆30Updated 2 years ago
• mingjerli / IMFData
  An R package for IMF data api
  ☆49Updated 4 months ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆32Updated last year
• jstriaukas / midasml
  midasml package is dedicated to run predictive high-dimensional mixed data sampling models
  ☆44Updated 2 years ago
• MartinSpindler / Machine-Learning-in-Econometrics
  Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"
  ☆29Updated 9 years ago
• bsvars / bsvarSIGNs
  Bayesian SVARs with Sign, Zero, and Narrative Restrictions
  ☆27Updated 7 months ago
• kolesarm / RDHonest
  Honest inference in regression discontinuity designs
  ☆62Updated last year
• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆17Updated 2 years ago
• rbagd / dynfactoR
  Dynamic factor model estimation for R
  ☆25Updated 3 years ago
• Reckziegel / Large-TVP-VAR
  Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.
  ☆26Updated 8 years ago
• andrewchbaker / JFE_DID
  This repo contains the code to replicate the analyses in Baker, Larcker, Wang.
  ☆50Updated 4 years ago