dynamic-factor-model

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SermetPekin / nowcasting-dfm

A Python implementation of the Dynamic Factor Model (DFM) for macroeconomic nowcasting, extending the FRBNY framework (Qian & Bok) with a modern API: real-time vintage management, Kalman-based news decomposition, optional Numba acceleration, caching, and interactive Plotly visualizations.

dfm nowcasting nowcasting-models dynamic-factor-models dynamic-factor-model

Updated Jul 29, 2026
Python

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dynamic-factor-model

Here is 1 public repository matching this topic...

SermetPekin / nowcasting-dfm

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