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commodity-price-prediction

Commodity price prediction using machine learning models compared to econometric autoregressive models.

commodity-spillovers

commontrend

:exclamation: This is a read-only mirror of the CRAN R package repository. CommonTrend — Extract and plot common trends from a cointegration system.<U+000a>Calculate P-value for Johansen Statistics.

composite_indicators-cif

Composite Indicators Framework for Business Cycle Analysis

comprehensive-capital-calculations-using-stochastic-dominance-approach

Used GARCH,GJR-GARCH for VAR and DCC calculation.

computing-general-equilibrium--cge-1

This is an R package for developing CGE models, computing general equilibrium and simulating economic dynamics with structural dynamic models in LI (2019) "General Equilibrium and Structural Dynamics: Perspectives of New Structural Economics. Beijing: Economic Science Press".

conautoer

concordance_trade

concstats

Market Structure, Concentration, and Inequality Measures

connectedness_bubbletest

Bubble test based on Phillips, Shi and Yu (2015) and the MultipleBubbles package.

connectedness_dynamic-correlation-of-business-cycles

Two ways to value the synchronization between two business cycles, including C-M index and Wavelets Coherency.

connectedness_dynamiccorrelation

Calculating dynamic correlation of West Texas Intermediate timeseries with different maturities

connectedness_eneco

Codes to replicate the results in "Oil shocks and stock market: Revisiting the dynamics" https://doi.org/10.1016/j.eneco.2021.105111

connectedness_measuring-stock-market-integration

Economics Senior Thesis

connectedness_measuring-volatility-spillovers

Diebold & Yilmaz method, DCC-Garch method on composite indicies. 2009-2019

connectedness_pqr

code for Shrinkage Quantile Regression for Panel Data with Multiple Structural Breaks

connectedness_pqrreturns

Code to compute Panel Quantile Regression for Returns (PQR) introduced in Baruník, J. and Čech, F., 2020. Measurement of common risks in tails: A panel quantile regression model for financial returns. Journal of Financial Markets, https://doi.org/10.1016/j.finmar.2020.100562

connectedness_spillovers-and-connectedness

connectedness_ste_rtadfcrypto

connectedness_timeseries.ddc-garch

Volatility Spillovers in the Major Oil Markets - An (Extend)DCC-MGARCH Approach

connectednessapproach

connectednessapproach-1

connectednessapproach-2

:exclamation: This is a read-only mirror of the CRAN R package repository. ConnectednessApproach — Connectedness Approach

contagion_systemic_risk-mainsimulation

convdiag

Graphic convergence diagnostics for the BMR (Bayesian Macroeconometrics in R) package

core-inflation

Statistical measures of core inflation for Israel

corisk

corona

A Bayesian forecasting model for COVID-19

corporate-sustainability-index

This repository is to propose a model for evaluation of corporate sustainability, which allows to evaluate sustainability considering economic, social, and environmental perspectives, as well as, observing aspects of corporate governance.

corptax-growth