Key: time series analysis, forecasting of GDP growth, macroeconomic, Kalman-filtering techniques, and a dynamic factor model.
☆19Aug 8, 2020Updated 6 years ago
Alternatives and similar repositories for Nowcasting
Users that are interested in Nowcasting are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python☆34Oct 14, 2021Updated 5 years ago
- Solving models with numerical methods (economics)☆13Aug 1, 2023Updated 3 years ago
- Mixed Frequency State Space toolbox☆17Jan 29, 2024Updated 2 years ago
- Computation in Macro - PhD tutorial☆12Nov 23, 2020Updated 5 years ago
- Python Nowcasting☆135Jul 25, 2026Updated 3 months 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.
- Course on Quantitative Macroeconomics (Master/PhD level)☆93Dec 12, 2025Updated 10 months ago
- Nowcasting☆236Sep 26, 2019Updated 7 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆24Sep 25, 2019Updated 7 years ago
- Overlapping-generations macroeconomic model for evaluating fiscal policy in the United States☆30Oct 23, 2026Updated last week
- Replications and Explorations Made using the ARK☆25Oct 14, 2026Updated 2 weeks ago
- Code for Chinn, M. D., Meunier, B., Stumpner, S. (2023). "Nowcasting World Trade with Machine Learning: a Three-Step Approach", NBER Work…☆13Dec 9, 2025Updated 10 months ago
- Model and replications scripts for the 2020 IMF Working Paper "Foreign Exchange Interventions Rules for Central Banks: A Risk-Based Frame…☆11Apr 20, 2023Updated 3 years ago
- The Project was a study of how closely time series predictions and forecasting can be made on stochastic time models modelled using diffe…☆11Aug 16, 2020Updated 6 years ago
- Dynamic factor models in Matlab☆13Jul 29, 2021Updated 5 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Lectures and tutorials for number of courses in economics and statistics.☆21Oct 10, 2020Updated 6 years ago
- Python Programming Code for Dynamic Stochastic General Equilibrium Modeling☆44Jul 15, 2021Updated 5 years ago
- Building up from a simple OLG☆11May 17, 2026Updated 5 months ago
- Python client to read IMF World Economic Outlook (WEO) dataset as pandas dataframe.☆41Jul 9, 2024Updated 2 years ago
- This work implements RNN and LSTM models using Python and MATLAB for temperature forecasting, covering setup, data preprocessing, model t…☆10Jul 29, 2024Updated 2 years ago
- Dynamic Factor Models for R☆48Jun 18, 2026Updated 4 months ago
- Repository for introductory training materials for overlapping generations modeling☆13Oct 30, 2024Updated 2 years ago
- Dashboard: Macroeconomic Data of Brazil☆12Dec 31, 2022Updated 3 years ago
- Solution to model of Gertler and Kiyotaki (AER, 2015)☆11Aug 2, 2017Updated 9 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ☆18Sep 30, 2026Updated last month
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆15Dec 21, 2021Updated 4 years ago
- Collection of linear & nonlinear (Kalman) Filters for economic models☆11Jul 11, 2024Updated 2 years ago
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆33Sep 9, 2020Updated 6 years ago
- FDPE Field course in fall 2018☆10Sep 11, 2018Updated 8 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Jun 11, 2018Updated 8 years ago
- r package for bayesian VARs☆23Dec 12, 2017Updated 8 years ago
- Multivariate respiratory-motion time-series forecasting using recurrent neural networks trained with unbiased online recurrent optimizati…☆17Jul 4, 2026Updated 3 months ago
- User-written MATLAB code/solutions for the chapter exercises in Microeconometrics and MATLAB: An Introduction by Adams, Clarke and Quinn …☆15Mar 19, 2018Updated 8 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.
- Overlapping-generations macroeconomic model for evaluating fiscal policy in South Africa☆12Oct 24, 2026Updated last week
- Demonstrations of how to use material in the Econ-ARK☆38Updated this week
- Inference in SVMA models identified by external instruments/proxies☆20Dec 21, 2022Updated 3 years ago
- Lexicon-based Sentiment Analysis for Economic and Financial Applications in R☆25Mar 6, 2024Updated 2 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- Some Examples using VFItoolkit-matlab☆34Sep 30, 2026Updated last month
- Testing trading signals of commodity futures☆19Apr 4, 2020Updated 6 years ago