Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"
☆31Jan 15, 2023Updated 3 years ago
Alternatives and similar repositories for Boosted_HP_filter
Users that are interested in Boosted_HP_filter are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Nov 2, 2022Updated 3 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆21Aug 21, 2025Updated 7 months ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆32Jan 3, 2026Updated 2 months ago
- Introduction to Structural VAR models☆12Feb 21, 2020Updated 6 years ago
- statespacer: State Space Modelling in R☆16Jan 27, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Econ5821 2026☆15Mar 19, 2026Updated last week
- Repository for dev version of GetBCBData☆17Feb 2, 2026Updated last month
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆57Nov 12, 2024Updated last year
- R package for Mixed-Frequency Bayesian VARs☆45May 11, 2021Updated 4 years ago
- R Package for data driven SVAR identification of impulse response functions☆55Oct 18, 2025Updated 5 months ago
- tsDyn☆36Oct 29, 2024Updated last year
- R package for interacting with the IMF RESTful JSON API☆48Apr 4, 2023Updated 2 years ago
- Econometric Analysis of Explosive Time Series☆31Sep 19, 2025Updated 6 months ago
- This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…☆15Sep 1, 2022Updated 3 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- GAS models☆36Jun 11, 2021Updated 4 years ago
- MCMC estimation of Bayesian Vectorautoregressions☆10Mar 3, 2026Updated 3 weeks ago
- Bank of England Chart Themes and Styles for 'ggplot2'☆13May 8, 2024Updated last year
- getSymbols() reboot☆17Oct 17, 2024Updated last year
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Sep 28, 2024Updated last year
- Fortran for Economists☆10Feb 16, 2024Updated 2 years ago
- ☆53Dec 8, 2025Updated 3 months ago
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆22Aug 8, 2022Updated 3 years ago
- darklplot for R☆15Jul 3, 2020Updated 5 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Socio-economic network and hypergraph statistics in R☆13Jun 5, 2018Updated 7 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆129Updated this week
- parallel execution of RSelenium☆14Apr 22, 2025Updated 11 months ago
- A package implements Classifier-Lasso☆11Apr 20, 2020Updated 5 years ago
- Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods☆13Nov 29, 2017Updated 8 years ago
- Datasets used in the AEA 2018 Continuing Education "Machine Learming and Econometrics" (Athey and Imbens, 2018)☆13Mar 9, 2019Updated 7 years ago
- Sparse estimation of large time series models☆32Aug 21, 2023Updated 2 years ago
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- RSNNS: Neural Networks in R using the Stuttgart Neural Network Simulator (SNNS)☆27Jan 29, 2026Updated 2 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …☆11Mar 30, 2021Updated 4 years ago
- Roslyn-based Excel AddIn that allows to write, compile, and run C# code right in Excel using simple user-defined functions☆14Jan 23, 2017Updated 9 years ago
- Dashboard: Macroeconomic Data of Brazil☆11Dec 31, 2022Updated 3 years ago
- R Code Examples Multi-dimensional/Panel Data☆23May 16, 2024Updated last year
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆18Aug 31, 2023Updated 2 years ago
- ☆26May 19, 2025Updated 10 months ago
- 使 用R语言的jiebaR包的情感分析☆10May 15, 2017Updated 8 years ago