An econometrics vector autoregression model (VAR) for analysis of multivariate time series of macroeconomics phenomena. Python Jupyter notebook based model is presented here although other packages like R statistical programming language with R Studio could also be used.
☆17Jul 2, 2021Updated 4 years ago
Alternatives and similar repositories for vector-autoregressive-model-wage-inflations
Users that are interested in vector-autoregressive-model-wage-inflations are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Recently inflation is a popular topic in Poland and is highest since 2001. Experts presume inflation in Poland should continue to rise, a…☆18Mar 11, 2024Updated 2 years ago
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆31Jun 5, 2022Updated 3 years ago
- Asset allocation and Portfolio Management Course @ Baruch MFE☆16Feb 1, 2020Updated 6 years ago
- R package AssetAllocation☆33Nov 30, 2023Updated 2 years ago
- Implements different approaches to tactical and strategic asset allocation☆47Dec 23, 2024Updated last year
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Modeling the volatility of commodity futures Indices☆15Mar 17, 2017Updated 9 years ago
- Computational Finance and FinTech / M.Sc. International Finance / Berlin School of Economics and Law Berlin☆17Jun 9, 2025Updated 9 months ago
- Elements of Financial Risk Management in Python☆12Jan 10, 2021Updated 5 years ago
- A flask web app that analyzes your stock portfolio performance, optimizes your asset allocation, and provides performance enhancement ale…☆31Jan 15, 2020Updated 6 years ago
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆19Jan 18, 2023Updated 3 years ago
- Multivariate Markov-Switching Models Regressions Framework☆13May 14, 2020Updated 5 years ago
- This repository contains all the code and data used in our article titled “Estimating international trade status of countries from global…☆10Jul 6, 2023Updated 2 years ago
- Predictive analysis of the OLMAR algorithm☆13Dec 30, 2016Updated 9 years ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆11May 13, 2018Updated 7 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- ☆14Jul 23, 2017Updated 8 years ago
- Harvardx: PH526x Using Python for Research, EdX☆14Oct 3, 2018Updated 7 years ago
- My online courses on computation, numerical methods, and simulation☆12Sep 9, 2020Updated 5 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆75Apr 9, 2020Updated 5 years ago
- Homework to Stephen Boyd's Convex Optimization class (CVX101 Stanford) with python and cvxpy☆12Dec 30, 2020Updated 5 years ago
- Get discount factors and zero rates from interest rate swaps☆11Mar 1, 2018Updated 8 years ago
- Affine term structure modeling Python package. See LICENSE for terms of use.☆15Aug 29, 2016Updated 9 years ago
- The RICardo dataset compiles trade statistics sources of international trade bilateral flows of the 19th century.☆20Updated this week
- This is a macro database of 570.000+ data series containing International Data (150+ countries), Interest Rates, Inflation, Monetary Data…☆15Apr 11, 2022Updated 3 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Econometrics on the GPU (and CPU) via JAX☆16Jul 12, 2025Updated 8 months ago
- Rensselaer Polytechnic Institute's submission for the 2023 Rotman International Trading Competition☆12Feb 28, 2023Updated 3 years ago
- RBC Model Jupyter Notebook☆10Feb 27, 2019Updated 7 years ago
- Code used to create the figures in our Panjiva data paper: "Bill of Lading Data in International Trade Research withan Application to the…☆11Jan 5, 2023Updated 3 years ago
- Macro with Python☆54May 25, 2021Updated 4 years ago
- Capstone Research Project in NYU Courant☆12Jan 3, 2020Updated 6 years ago
- Our project extends the classical models such as Vasicek and CIR to incorporate the effects of jump-risks in the market. We explore moder…☆12Mar 4, 2021Updated 5 years ago
- MITx: 15.071x The Analytics Edge is an edX course from MIT.☆14Jul 20, 2015Updated 10 years ago
- Valuation of Callable Bonds with short rate Hull-White model using: binomial trees, PDE with Green functions etc.☆14Jun 6, 2018Updated 7 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆16Jan 1, 2021Updated 5 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆15Dec 26, 2022Updated 3 years ago
- Jupyter notebooks illustrating solutions to computational macroeconomic problems☆16Jul 15, 2021Updated 4 years ago
- Notes and code for Programming Massively Parallel Processors☆13Mar 29, 2025Updated last year
- Fixed-Income-Quant-Trading Projects☆15Jul 21, 2018Updated 7 years ago
- ☆27Sep 25, 2022Updated 3 years ago
- ☆18Sep 5, 2019Updated 6 years ago