State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and forecast error variance decomposition.
☆17Nov 7, 2022Updated 3 years ago
Alternatives and similar repositories for sovereign
Users that are interested in sovereign are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…☆11Jul 18, 2022Updated 4 years ago
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆12Oct 4, 2021Updated 4 years ago
- Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …☆11Mar 30, 2021Updated 5 years ago
- Dashboard: Macroeconomic Data of Brazil☆11Dec 31, 2022Updated 3 years ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆38Oct 30, 2025Updated 9 months ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆35Jan 3, 2026Updated 7 months ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28May 23, 2023Updated 3 years ago
- ☆22Jun 17, 2024Updated 2 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆21Aug 21, 2025Updated 11 months ago
- ☆39Jun 13, 2024Updated 2 years ago
- Estimating VARs using sign restrictions in R☆22Mar 29, 2016Updated 10 years ago
- Repository for simulation and estimation of CIR one factor model parameters☆12Mar 2, 2018Updated 8 years ago
- An Implementation of Parametric and Nonparametric Event Study☆14Nov 13, 2024Updated last year
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Feb 18, 2021Updated 5 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- A collection of tools for working with DSGE models in python, inspired by the R package gEcon☆41Jun 15, 2026Updated 2 months ago
- Quantile Local Projections☆13Aug 8, 2022Updated 4 years ago
- Macro Framework Forecasting☆25May 10, 2026Updated 3 months ago
- My Quarto Slides Examples☆13Oct 6, 2024Updated last year
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- SVAR toolbox for bayesian VAR estimation and a range of identification methods☆11Feb 16, 2025Updated last year
- Conformal Time Series Forecasting Using State of Art Machine Learning Algorithms☆29Jan 31, 2026Updated 6 months ago
- getSymbols() reboot☆17Oct 17, 2024Updated last year
- R Based Data Science Training Delivered to the Ugandan Ministry of Finance and Bureau of Statistics☆11Aug 18, 2021Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- R package for mixed frequency time series data analysis.☆82Apr 7, 2025Updated last year
- Large language models: a primer for economists☆20Jun 11, 2025Updated last year
- darklplot for R☆15Jul 3, 2020Updated 6 years ago
- Tidymodels for Nested/Panel Data☆13Sep 30, 2023Updated 2 years ago
- Integration and other testing for tidymodels☆23Aug 4, 2026Updated 2 weeks ago
- ☆11Nov 18, 2024Updated last year
- Econometric Analysis of Explosive Time Series☆32Updated this week
- ggplot2 Functions to Create Tufte Style Sparklines☆13May 13, 2024Updated 2 years ago
- Codes for for Bayesian Local Projections & Bayesian Direct Forecasts☆19Jun 19, 2023Updated 3 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.
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆58Jul 9, 2025Updated last year
- Datasets used in the AEA 2018 Continuing Education "Machine Learming and Econometrics" (Athey and Imbens, 2018)☆13Mar 9, 2019Updated 7 years ago
- A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…☆10Updated this week
- R package to estimate time-varying coefficient regressions☆21Mar 11, 2026Updated 5 months ago
- MCMC estimation of Bayesian Vectorautoregressions☆11Mar 3, 2026Updated 5 months ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆28Jun 16, 2025Updated last year
- Magical string interpolation☆17Aug 5, 2026Updated last week