I analyze the interplay of three U.S. time series: unemployment, inflation and gross domestic product. The first cleans the data and invests seasonality and stationarity. The second part develops a (structural) vector autoregressive model and test structural identification. The third uses principal compnent analysis and three different quality …
☆10Nov 1, 2019Updated 6 years ago
Alternatives and similar repositories for Structural-Vector-Autoregression-Modeling
Users that are interested in Structural-Vector-Autoregression-Modeling are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- julia implementation of Smooth Local Projections (SLP)☆14Nov 24, 2025Updated 8 months ago
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆16Aug 18, 2021Updated 4 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Jun 12, 2025Updated last year
- ☆14Jul 9, 2019Updated 7 years ago
- API Client for US Treasury Fiscal Data☆10Jan 28, 2024Updated 2 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ARDL, ECM and Bounds-Test for Cointegration☆21May 10, 2026Updated 2 months ago
- Local projection methods for impulse response estimation☆29Apr 26, 2024Updated 2 years ago
- ATM (Automatic teller machine) with GUI interface.☆11Dec 4, 2019Updated 6 years ago
- Extended two-way fixed effects☆61Mar 27, 2026Updated 3 months ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28May 23, 2023Updated 3 years ago
- An R package with some convenience functions for graphing and data cleaning☆12Oct 7, 2025Updated 9 months ago
- R package for Bayesian Vector Autoregression☆35Jul 2, 2020Updated 6 years ago
- A powerful & convenient package for a two-step estimation method of the Factor augmented VAR (FAVAR) model, which is mainly based on RATS…☆20Aug 26, 2024Updated last year
- Snapshots for unit tests using the tinytest framework for `R`. Includes expectations to test base `R` and `ggplot2` plots as well as cons…☆18Jun 1, 2026Updated last month
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Wrapper for programmatic access to Microsoft Outlook on Windows through RDCOMClient☆14Jun 14, 2018Updated 8 years ago
- These R codes replicate the models and the experiments discussed in Canelli, Fontana, Realfonzo and Veronese Passarella (2021, 2022, 2024…☆10Jul 6, 2026Updated 2 weeks ago
- Fenced code tabs plugin for Jekyll☆21Mar 20, 2020Updated 6 years ago
- R Package for Auto Regressive Distributed Lag time series regression.☆17Jul 15, 2022Updated 4 years ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆35Jan 3, 2026Updated 6 months ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆13Aug 19, 2018Updated 7 years ago
- A repository for Regional Computable General Equilibrium Model stuff☆10Aug 31, 2018Updated 7 years ago
- Jupyter notebooks illustrating solutions to computational macroeconomic problems☆16Jul 15, 2021Updated 5 years ago
- CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…☆16Oct 18, 2019Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- In-class exercises in R☆11Aug 22, 2016Updated 9 years ago
- ☆16May 8, 2017Updated 9 years ago
- Following Steve Brunton's book and code☆16Oct 23, 2022Updated 3 years ago
- A shiny application to explore the basics of option evaluation☆15Sep 19, 2017Updated 8 years ago
- This repository contains both Jupyter notebooks for solving a link prediction problem using Neo4j’s Graph Data Science Library and scikit…☆16Sep 22, 2020Updated 5 years ago
- R client to the PIP API☆22Jun 18, 2026Updated last month
- ☆53Dec 8, 2025Updated 7 months ago
- Fixed-Income-Quant-Trading Projects☆17Jul 21, 2018Updated 8 years ago
- Get Tidy Fundamental Financial Data from EGDAR☆15May 6, 2026Updated 2 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Data, files, and tutorials for ECON 343, "Macroeconomic Data Analysis" (NEIU)☆15Mar 4, 2026Updated 4 months ago
- R package for the Synthetic Control Using Lasso (SCUL) estimator from Hollingsworth and Wing (2020)☆27Oct 10, 2023Updated 2 years ago
- ☆18Mar 26, 2018Updated 8 years ago
- Maddison Project Database☆12Jun 11, 2025Updated last year
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆55Aug 19, 2024Updated last year
- A collection of personal templates for RMarkdown☆39Nov 9, 2023Updated 2 years ago
- Demonstration of alternatives to lme4☆13Aug 12, 2019Updated 6 years ago