Alternatives and similar repositories for macroview:

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

• tylerJPike / sovereign
  State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…
  ☆12Updated 2 years ago
• schoulten / meedr
  MacroEconomic Expectations Data in R using the Central Bank of Brazil API
  ☆10Updated 2 years ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆33Updated last month
• bsvars / bsvarSIGNs
  Bayesian SVARs with Sign, Zero, and Narrative Restrictions
  ☆17Updated last month
• angusmoore / tvarGIRF
  GIRFs for threshold VARs from the R tsDyn package
  ☆7Updated 2 years ago
• msperlin / GetBCBData
  Repository for dev version of GetBCBData
  ☆16Updated 2 weeks ago
• tyleransom / DScourseS21
  ECON 5253: Data Science for Economists, University of Oklahoma (Spring 2021)
  ☆46Updated 3 years ago
• hollina / scul
  R package for the Synthetic Control Using Lasso (SCUL) estimator from Hollingsworth and Wing (2020)
  ☆24Updated last year
• AndersAsa / IMF_Macro_Forecasting_R
  R code for the IMF edX course on Macroeconomic Forecasting
  ☆14Updated 9 years ago
• andrea-luciani / bimets
  Time Series And Econometric Modeling In R
  ☆17Updated 4 months ago
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆28Updated 4 months ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆33Updated 6 months ago
• paulofelipe / cp2015
  Caliendo and Parro (2015) quantitative trade model in R.
  ☆12Updated 5 months ago
• kylebutts / CUBoulder_3818
  ☆16Updated 8 months ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆28Updated last year
• shuo-zhang-ucsb / twowayfeweights
  Estimates the weights and the measure of robustness to treatment effect heterogeneity attached to the two-way fixed effects regressions s…
  ☆23Updated 3 years ago
• gabrielrvsc / HDeconometrics
  Set of R functions for high-dimensional econometrics
  ☆31Updated 5 years ago
• itamarcaspi / experimentdatar
  Datasets used in the AEA 2018 Continuing Education "Machine Learming and Econometrics" (Athey and Imbens, 2018)
  ☆12Updated 6 years ago
• cran-task-views / Econometrics
  CRAN Task View: Econometrics
  ☆33Updated 3 weeks ago
• alexCardazzi / lpdid
  ☆13Updated 9 months ago
• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆20Updated 9 years ago
• ryanedmundkessler / suptCriticalValue
  R function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)
  ☆9Updated last year
• pachadotdev / leontief
  Leontief's Input-Output Model in R
  ☆14Updated 10 months ago
• grantmcdermott / ds4e
  Data Science for Economists and Other Animals
  ☆28Updated 3 years ago
• lrberge / fplot
  Nice distribution plots with minimum user input
  ☆16Updated last year
• shuo-zhang-ucsb / did_multiplegt
  Estimation in sharp Difference-in-Difference designs with multiple groups and periods
  ☆20Updated 4 years ago
• dcascaldi / pandemic_priors
  A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…
  ☆9Updated 10 months ago
• hisamsabouni / macroLectures
  Macroeconomics at Claremont Graduate University
  ☆43Updated 6 years ago
• heimbergecon / pubdebt-growth
  This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…
  ☆15Updated 2 years ago
• JustinMShea / neverhpfilter
  R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton
  ☆15Updated 2 years ago