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academic-kickstart

📝 Easily create a beautiful website using Academic, Hugo, and Netlify

afe2020

Advanced Financial Econometrics - Trinity Term 2020

awesome-economics

A curated collection of links for economists

bayes

bayes-1

Introduction to Bayesian Econometrics

bayesian-regression-to-predict-bitcoin-price-variations

predicting the price variations of bitcoin, a virtual cryptographic currency. These predictions could be used as the foundation of a bitcoin trading strategy. To make these predictions, you will have to familiarize yourself with a machine learning technique, Bayesian Regression, and implement this technique in Python

bayesian_tvpvar

Bayesian Estimation of a TVP-VAR Model

bayesianms-var-gc

Bayesian Estimation of Markov-Switching VARs for Granger Causal Inference in R

bayesianoptimization

A Python implementation of global optimization with gaussian processes.

bayesianvars

MCMC estimation of Bayesian Vectorautoregressions

bear-toolbox

The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and policy analysis.

bgvar

Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.

bgvar-1

:exclamation: This is a read-only mirror of the CRAN R package repository. BGVAR — Bayesian Global Vector Autoregressions

bgvars

Bayesian Inference for Global Vector Autoregressive (GVAR) Models

brookingspc2020

bsvartvps

Bayesian estimation of heteroskedastic Structural Vector Autoregressions with Markov-switching structural matrix

bvar

Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015). Allows for the computation of impulse responses and forecasts and provides functionality for assessing results.

bvar.jl

Bayesian vector autoregression, forecasting

bvar_

Empirical macro toolbox

bvars

R package for Bayesian Vector Autoregression

bvartools

Functions for Bayesian inference of vector autoregressive models

covid-19-excess-deaths-tracker

Source code and data for The Economist's covid-19 excess deaths tracker

deep-learning-time-series

List of papers, code and experiments using deep learning for time series forecasting

dscourses21

dsge.jl

Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)

ec607s21

Causal-inference oriented doctoral econometrics course at UO

ecobackcast

Experimental tools (R) for back-casting Principal European Economic Indicators

econ410_macroeconomic_theory

ECON410: Macroeconomic_Theory

econometric-measures-of-connectedness-and-systemic-risk-in-the-finance-and-insurance-sectors

Follow up the paper of Monica Billio, Mila Getmansky, Andrew Lo and Loriana Pelizzon, Journal of Financial Economics, 2012, vol. 104, issue 3, 535-559

econometrics

Slides for the PhD level course in Econometrics at the Tinbergen Institute, Amsterdam