This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due to Jorda (2005), and based on codes available at https://sites.google.com/site/oscarjorda/home/local-projections.
☆42Nov 22, 2024Updated last year
Alternatives and similar repositories for localprojections
Users that are interested in localprojections are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Quantile Local Projections☆12Aug 8, 2022Updated 3 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆43Dec 21, 2022Updated 3 years ago
- Local projection methods for impulse response estimation☆29Apr 26, 2024Updated 2 years ago
- ☆16May 30, 2024Updated last year
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Feb 19, 2020Updated 6 years ago
- 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.
- ☆34Jun 13, 2024Updated last year
- Modeling Macroeconomics with Deep Reinforcement Learning☆14Aug 5, 2019Updated 6 years ago
- RBC Model Jupyter Notebook☆10Feb 27, 2019Updated 7 years ago
- HAT: Heterogeneous Agent Trade☆25Jun 17, 2025Updated 11 months ago
- ☆12Dec 2, 2021Updated 4 years ago
- ☆17Jul 22, 2021Updated 4 years ago
- ☆31Nov 13, 2025Updated 6 months ago
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆54Jul 9, 2025Updated 10 months ago
- Python Nowcasting☆132Feb 7, 2021Updated 5 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.
- R package implementing the grammar of temporal graphics☆24Apr 15, 2026Updated last month
- Replication code for "Monetary Policy, Credit Spreads, and Business Cycle Fluctuations"☆18Jun 14, 2018Updated 7 years ago
- Simulation study of Local Projections, VARs, and related estimators☆50Feb 15, 2025Updated last year
- ☆53Dec 8, 2025Updated 5 months ago
- tldr; If you have a 2-4GB dataset and you need to estimate a (generalized) linear model with a large number of fixed effects, this packag…☆22May 13, 2026Updated last week
- MCP server for Audacity☆24Feb 22, 2026Updated 2 months ago
- An implementation of the `gets` package for Panel Models to use indicator saturation☆15May 11, 2026Updated last week
- Continuous-Time Sequence Space Jacobian Code for "Some Pleasant Sequence-Space Arithmetic in Continuous Time"☆20Jun 8, 2025Updated 11 months ago
- Convert pdf or latex papers to AI-enhanced, html, clean design research almost automatically☆28Dec 17, 2025Updated 5 months ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Training material to help solve Heterogeneous agent New Keynesian (HANK) models in Julia using the Sequence Space Jacobian method (Aucler…☆23Jul 30, 2024Updated last year
- Ambrogio Cesa-Bianchi's VAR Toolbox☆141Mar 23, 2026Updated last month
- Fundamental Factor Model based on Bloomberg☆11Mar 30, 2017Updated 9 years ago
- ☆29Jul 2, 2025Updated 10 months ago
- Empirical macro toolbox☆148Nov 26, 2025Updated 5 months ago
- julia implementation of Smooth Local Projections (SLP)☆14Nov 24, 2025Updated 5 months ago
- Gradually build up a life-cycle model☆22Mar 9, 2026Updated 2 months ago
- Code for "Fiscal and Monetary Policy with Heterogeneous Agents" (Auclert, Rognlie, Straub 2025)☆53Apr 12, 2025Updated last year
- CRAN Task View: Survival Analysis☆17Apr 17, 2026Updated last month
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Calibrate, estimate and analyze linearized DSGE models.☆35May 10, 2025Updated last year
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆53Aug 19, 2024Updated last year
- Deep Dynamic Factor Models☆26Mar 30, 2026Updated last month
- Course on Quantitative Macroeconomics (Master/PhD level)☆81Dec 12, 2025Updated 5 months ago
- Review econometrics concepts with code examples☆16Oct 23, 2022Updated 3 years ago
- Estimation of heterogeneous agent models using both macro and micro data☆35Dec 21, 2022Updated 3 years ago
- LP and VAR inference under potential misspecification☆23Jan 13, 2026Updated 4 months ago