Alternatives and similar repositories for deepvars:

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

• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆18Updated 5 years ago
• econ-ark / BayerLuetticke
  ☆12Updated last year
• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆20Updated 8 years ago
• kvasilopoulos / awesome-var
  A curated list of Vector Autoregression resources
  ☆55Updated last year
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆30Updated 5 months ago
• PaulSoderlind / EmpiricalFinancePhD
  Empirical Finance Course (PhD, Julia code)
  ☆35Updated 3 months ago
• lucabrugnolini / VectorAutoregressions.jl
  Vector autoregressive model in Julia
  ☆35Updated 2 years ago
• ckwolf92 / lp_var_inference
  LP and VAR inference under potential misspecification
  ☆11Updated 7 months ago
• FanWangEcon / CodeDynaAsset
  Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models
  ☆23Updated 5 years ago
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆30Updated 4 years ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆26Updated last year
• FRBNY-DSGE / rstarBrookings2017
  Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…
  ☆32Updated 8 months ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆31Updated 5 months ago
• J-Kahn / estimating-dynamic-corporate
  Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"
  ☆22Updated 7 years ago
• goutham-fin / MacroFinance
  ☆14Updated 3 years ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆32Updated this week
• FRBNY-DSGE / Replication-of-Online-Estimation-of-DSGE-Models
  ☆16Updated 3 years ago
• andrewchbaker / Data-Cleans
  This repo has code to do primary data cleaning for Compustat / Crsp from WRDS
  ☆19Updated 4 years ago
• rsarfati / THANK
  Estimation of tractable heterogeneous-agent New-Keynesian model.
  ☆18Updated 4 years ago
• tcaravello / varplus
  Replication Files for "Evaluating Policy Counterfactuals: A VAR-Plus Approach"
  ☆13Updated 6 months ago
• dkaenzig / replicationOilSupplyNews
  Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021
  ☆14Updated last year
• MCHatcher / Solving_models_with_numerical_methods
  Solving models with numerical methods (economics)
  ☆11Updated last year
• hyperfra / Empirical_Macroeconomics
  This is a 12 classes course in Empirical Macroeconomics methods to identify shocks
  ☆23Updated 3 months ago
• romainlafarguette / quantileproj
  Quantile Local Projections
  ☆12Updated 2 years ago
• gabrielrvsc / ForecastingInflation
  ☆19Updated 2 years ago
• ocamp020 / PhD_Macro_Course_Western
  Repository for the Advanced Macroeconomics II course of Western University
  ☆28Updated last year
• bsvars / bsvars
  Bayesian Estimation of Structural Vector Autoregressive Models
  ☆46Updated last month
• 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…
  ☆38Updated last week
• COPPsToolkit / COPPs
  A Toolkit for Computing Constrained Optimal Policy Projections
  ☆13Updated 2 years ago