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Johannes Tang Kristensen's Projects

forecastexp icon forecastexp

An R package for conducting macroeconomic forecasting experiments

ladfactor-rep icon ladfactor-rep

Replication material for: 'Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than the mean?'

llamaxing icon llamaxing

Modular FastAPI-based API gateway for OpenAI compatible APIs.

macrods icon macrods

A collection of macroeconomic datasets

parsimonious icon parsimonious

Estimation of parsimoniously time-varying parameter VARs

ptv-fac icon ptv-fac

Replication material for 'Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation.'

ptv-var icon ptv-var

Replication material for 'Vector Autoregressions with Parsimoniously Time-Varying Parameters and an Application to Monetary Policy'.

snscrape icon snscrape

A social networking service scraper in Python

sparsedi-rep icon sparsedi-rep

Replication material for: 'Diffusion indexes with sparse loadings'

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