nmecsys / nowcasting
R package for Dynamic Factor Models with mixed frequencies and unbalanced panel
☆102Updated 2 years ago
Alternatives and similar repositories for nowcasting:
Users that are interested in nowcasting are comparing it to the libraries listed below
- Dynamic Factor Models for R☆33Updated 3 weeks ago
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆54Updated 5 months ago
- Bayesian Macroeconometrics in R☆88Updated 2 years ago
- R package for Bayesian Vector Autoregression☆31Updated 4 years ago
- tsDyn☆34Updated 5 months ago
- R Package for data driven SVAR identification of impulse response functions☆48Updated 2 years ago
- Multivariate Time Series Models: VAR, SVAR and SVEC☆44Updated 3 years ago
- Set of R functions for high-dimensional econometrics☆31Updated 4 years ago
- GAS models☆34Updated 3 years ago
- R package for Mixed-Frequency Bayesian VARs☆39Updated 3 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆32Updated 6 months ago
- Analysis of the Primiceri (REStud, 2005) model☆31Updated 7 months ago
- R package for mixed frequency time series data analysis.☆77Updated last week
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28Updated last year
- Nowcasting☆216Updated 5 years ago
- ☆44Updated 3 weeks ago
- This repo contains the code to replicate the analyses in Baker, Larcker, Wang.☆48Updated 3 years ago
- Factor-Based Imputation for Missing Data☆58Updated 2 months ago
- Repository for GARCH tutorial paper in RAC☆29Updated 4 years ago
- Macroeconomics at Claremont Graduate University☆42Updated 6 years ago
- Python replication of the European Commission's Debt Sustainability Analysis☆13Updated last month
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆32Updated 5 months ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆44Updated last year
- Collection of in-class labs in R for introductory econometrics class☆80Updated 2 years ago
- Estimating VARs using sign restrictions in R☆20Updated 9 years ago
- r package for bayesian VARs☆22Updated 7 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 last month
- Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"☆22Updated 8 years ago
- Masters-level applied econometrics course—focusing on prediction—at the University of Oregon (EC424/524 during Winter quarter, 2020 Taugh…☆81Updated 4 years ago