MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
-
Updated
Jan 17, 2024 - R
MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
R package that helps to retrieve data from Banco de España
State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and forecast error variance decomposition.
Dashboard: Macroeconomic Data of Brazil
In this project, I show how different combinations and components of term spread have varying shapes, which can be analyzed in order to understand movements in the economy. Calculating term spread dispersion can help us better price risk in the bond market. Term spread combinations have varying power in explaining future movements in macro varia…
Miscellaneous Time Series Filters: Christiano-Fitzgerald, Baxter-King, Hodrick-Prescott, Butterworth, and trigonometric regression filters
Code and programs by Camilo Marchesini
Использование методов машинного обучения для прогнозирования инвестиций в России
Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”
Datasets for Structural Gravity Modeling
Helper functions for `vars` and `lpirfs` packages
Research project: Measuring the impact of geoeconomic fragmentation shocks - An empirical approach
Demand forcast for home applinaces
Replication files for "Bottom-Up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults Using Machine Learning" by Tyler Pike, Horacio Sapriza, and Tom Zimmermann.
Replication of some of the blog posts by Diego Alejandro Sanchez.
Códigos de R y archivos para replicar ejercicios de ventanas con el filtro HP. R codes and files to replicate window exercises with the HP filter.
Research project: Could Interest Rate Hikes Burst The Housing Bubble?
Add a description, image, and links to the macroeconomics topic page so that developers can more easily learn about it.
To associate your repository with the macroeconomics topic, visit your repo's landing page and select "manage topics."