Alternatives and similar repositories for quantileproj:

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

• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆20Updated 9 years ago
• ckwolf92 / lp_var_inference
  LP and VAR inference under potential misspecification
  ☆11Updated 8 months ago
• caimichael / macrofoundations_notes
  Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.
  ☆15Updated 7 years ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆31Updated 7 months ago
• LRondina / SVARs-Intro
  Introduction to Structural VAR models
  ☆11Updated 5 years ago
• FRBNY-DSGE / Replication-of-Online-Estimation-of-DSGE-Models
  ☆16Updated 3 years ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆27Updated last year
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆32Updated 6 months ago
• mikkelpm / svma_iv
  Inference in SVMA models identified by external instruments/proxies
  ☆11Updated 2 years ago
• MCHatcher / Solving_models_with_numerical_methods
  Solving models with numerical methods (economics)
  ☆11Updated last year
• FanWangEcon / CodeDynaAsset
  Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models
  ☆23Updated 5 years ago
• rawatpranjal / structural-economics
  Dynamic Programming and Computational Economics
  ☆12Updated last year
• anorring / Empirical-time-series-methods-for-macroeconomic-analysis
  Barcelona GSE Macroeconometrics Summer School 2018 course
  ☆14Updated 6 years ago
• jm4474 / Lag-augmented_LocalProjections
  Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.
  ☆30Updated 2 years ago
• econ-ark / BayerLuetticke
  ☆12Updated last year
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆18Updated 6 years ago
• COPPsToolkit / COPPs
  A Toolkit for Computing Constrained Optimal Policy Projections
  ☆14Updated 2 years ago
• jm4474 / Confidence_Bands
  This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…
  ☆13Updated 6 years ago
• korobilis / DMA_FCI
  MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review
  ☆20Updated 5 years ago
• rsarfati / THANK
  Estimation of tractable heterogeneous-agent New-Keynesian model.
  ☆18Updated 4 years ago
• sebgraves / KS_and_Reiter
  Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).
  ☆12Updated 7 years ago
• mwaugh0328 / Hugget-Economy
  Solves and simulates the Hugget JECD (1993) Economy
  ☆11Updated 3 years ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆34Updated 6 months ago
• goutham-fin / MacroFinance
  ☆15Updated 3 years ago
• kurtmitman / HANKSOME
  Codes to replicate "Household heterogeneity and the transmission of foreign shocks", by de Ferra, Mitman, Romei. Journal of International…
  ☆11Updated 3 years ago
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆17Updated 5 years ago
• tcaravello / varplus
  Replication Files for "Evaluating Policy Counterfactuals: A VAR-Plus Approach"
  ☆13Updated 7 months ago
• JeppeDruedahl / HANKPY
  Code for solving HANK models in continuous time in Python using numba and UMFPACK
  ☆12Updated 5 years ago
• FRBNY-DSGE / BrookingsPC2020
  ☆12Updated 4 years ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆33Updated last month