Alternatives and similar repositories for deepvars

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

• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆34Updated 9 months ago
• european-central-bank / BEAR-toolbox
  The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…
  ☆119Updated 7 months ago
• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆21Updated 9 years ago
• baptiste-meunier / Nowcasting_toolbox
  Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…
  ☆45Updated 3 weeks ago
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆19Updated 6 years ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆32Updated 11 months ago
• romainlafarguette / granulariv
  Granular instrumental variables, using Gabaix and Koijen paper (2020)
  ☆20Updated 2 years ago
• hyperfra / Empirical_Macroeconomics
  This is a 12 classes course in Empirical Macroeconomics methods to identify shocks
  ☆24Updated last month
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆28Updated 2 years ago
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆32Updated 5 years ago
• korobilis / DMA_FCI
  MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review
  ☆20Updated 2 months ago
• AdaemmerP / lpirfs
  ☆49Updated last week
• cykbennie / fbi
  Factor-Based Imputation for Missing Data
  ☆59Updated 6 months ago
• kvasilopoulos / awesome-var
  A curated list of Vector Autoregression resources
  ☆57Updated 2 years ago
• romainlafarguette / quantileproj
  Quantile Local Projections
  ☆12Updated 2 years ago
• gabrielrvsc / ForecastingInflation
  ☆20Updated 3 years ago
• FRBNY-DSGE / rstarBrookings2017
  Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…
  ☆34Updated last year
• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆56Updated 8 months ago
• ckwolf92 / lp_var_inference
  LP and VAR inference under potential misspecification
  ☆11Updated last year
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆33Updated 10 months ago
• WhitesPhD / ECOM025_2020
  Financial Econometrics module (MSc level)
  ☆21Updated 3 years ago
• elmarmertens / CCMMoutlierVAR-code
  Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…
  ☆11Updated 2 years ago
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆48Updated 2 years ago
• bsvars / bsvarSIGNs
  Bayesian SVARs with Sign, Zero, and Narrative Restrictions
  ☆21Updated last month
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆48Updated last year
• hchulkim / econ-paper-template
  This is a Repo for the econ working paper template.
  ☆10Updated last month
• bsvars / bsvars
  Bayesian Estimation of Structural Vector Autoregressive Models
  ☆53Updated last month
• goutham-fin / MacroFinance
  ☆15Updated 4 years ago
• suahjl / localprojections
  This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…
  ☆36Updated 8 months ago
• MikeWolf007 / covShrinkage
  A package for shrinkage estimation of covariance matrices
  ☆12Updated last year