suahjl / localprojectionsView external linksLinks
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
Sorting:
- Quantile Local Projections☆12Aug 8, 2022Updated 3 years ago
- Local projection methods for impulse response estimation☆28Apr 26, 2024Updated last year
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆38Dec 21, 2022Updated 3 years ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Feb 19, 2020Updated 5 years ago
- R package implementing the grammar of temporal graphics☆22Updated this week
- ☆34Jun 13, 2024Updated last year
- Modeling Macroeconomics with Deep Reinforcement Learning☆12Aug 5, 2019Updated 6 years ago
- ☆12Dec 2, 2021Updated 4 years ago
- ☆16Jul 22, 2021Updated 4 years ago
- ☆25Nov 13, 2025Updated 3 months ago
- An implementation of the `gets` package for Panel Models to use indicator saturation☆15Jan 13, 2026Updated last month
- julia implementation of Smooth Local Projections (SLP)☆13Nov 24, 2025Updated 2 months ago
- ☆16May 30, 2024Updated last year
- Continuous-Time Sequence Space Jacobian Code for "Some Pleasant Sequence-Space Arithmetic in Continuous Time"☆18Jun 8, 2025Updated 8 months ago
- HAT: Heterogeneous Agent Trade☆24Jun 17, 2025Updated 7 months ago
- Simulation study of Local Projections, VARs, and related estimators☆47Feb 15, 2025Updated last year
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆53Jul 9, 2025Updated 7 months ago
- Dynamic Factor Models for R☆43Feb 7, 2026Updated last week
- Python Nowcasting☆132Feb 7, 2021Updated 5 years ago
- Bayesian Estimation of Structural Vector Autoregressive Models☆59Nov 11, 2025Updated 3 months ago
- Ambrogio Cesa-Bianchi's VAR Toolbox☆138Jan 27, 2026Updated 2 weeks ago
- Gradually build up a life-cycle model☆22Jan 9, 2026Updated last month
- Training material to help solve Heterogeneous agent New Keynesian (HANK) models in Julia using the Sequence Space Jacobian method (Aucler…☆21Jul 30, 2024Updated last year
- Empirical macro toolbox☆145Nov 26, 2025Updated 2 months ago
- ☆52Dec 8, 2025Updated 2 months ago
- A machine learning library for economics and finance☆28Feb 2, 2026Updated last week
- Deep Dynamic Factor Models☆25Updated this week
- Course on Quantitative Macroeconomics (Master/PhD level)☆73Dec 12, 2025Updated 2 months ago
- This is the course repository for "Household Behavior over the Life Cycle"☆32Updated this week
- ☆28Jul 2, 2025Updated 7 months ago
- Set of templates and themes to apply CMAP graphics standards to R products.☆15Nov 26, 2025Updated 2 months ago
- LSTM neural networks for nowcasting economic data.☆71May 2, 2024Updated last year
- JambroBeamerTheme☆149Updated this week
- Calibrate, estimate and analyze linearized DSGE models.☆35May 10, 2025Updated 9 months ago
- ☆35Feb 3, 2023Updated 3 years ago
- R Package for Bootstrap Unit Root Tests☆10May 5, 2025Updated 9 months ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 3 years ago
- Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.☆10Jan 15, 2018Updated 8 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 9 years ago