sakaiando / macroframe-forecastLinks
Macro Framework Forecasting
☆20Updated 2 weeks ago
Alternatives and similar repositories for macroframe-forecast
Users that are interested in macroframe-forecast are comparing it to the libraries listed below
Sorting:
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆47Updated 4 months ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆59Updated 2 years ago
- This repository includes replication code and raw data used in the construction of the Global Macro Database.☆185Updated last month
- Course on Quantitative Macroeconomics (Master/PhD level)☆69Updated 8 months ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆52Updated last year
- Course materials for ECON526 MA Quantitative Economics; computational econ and data science with a focus on causal inference☆25Updated last week
- Resources for a PhD class module focused on anomalies.☆17Updated last year
- Materials for the mini-course on deep learning and macro-finance.☆22Updated last year
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆38Updated 4 years ago
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆27Updated 2 years ago
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆14Updated 9 months ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆124Updated 10 months ago
- Vector Autoregression augmented with deep learning.☆17Updated last year
- Macro with Python☆54Updated 4 years ago
- Calibrate, estimate and analyze linearized DSGE models.☆35Updated 5 months ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆20Updated last year
- Big Data Applications in Finance module (MSc level)☆16Updated 4 years ago
- Modeling Macroeconomics with Deep Reinforcement Learning☆12Updated 6 years ago
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆20Updated 3 years ago
- A curated list of Vector Autoregression resources☆61Updated 2 years ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated 4 months ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆41Updated 2 years ago
- Replication Code for Identifying Price Informativeness☆13Updated 4 years ago
- ☆23Updated 8 years ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆40Updated 5 years ago
- This repository stores the source code for the Python and R projects used to access the database.☆13Updated 5 months ago
- ☆19Updated 6 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- "Computational Methods for Economists using Python", by Richard W. Evans. Tutorials and executable code in Python for the most commonly u…☆104Updated last year
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆37Updated 11 months ago