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abmr

:exclamation: This is a read-only mirror of the CRAN R package repository. abmR — Agent-Based Models in R

ardl-1

ARDL, ECM and Bounds-Test for Cointegration

autosearch-grammarly-premium-cookie

免费白嫖使用Grammarly Premium高级版

bayesian_unitroots

R code for paper 'Bayesian model selection for unit root testing with multiple structural breaks'

bayesianms-var-gc

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

bayestools

BayesTools R package for simplifying the development of Bayesian analyses and model-averaging

bmgarch

Bayesian Multivariate GARCH

boecharts

Bank of England Chart Themes and Styles for 'ggplot2'

boosted_hp_filter

Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"

brms

brms R package for Bayesian generalized multivariate non-linear multilevel models using Stan

bsarma

This repository contains an R implementation of the Beta seasonal autoregressive moving average (BSARMA) model (BAYER, CINTRA and CRIBARI-NETO, 2018).

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_bayesianvars

BVARs

ccmmoutliervar-code

Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021), Work in Progress

ccmmshadowratevar-code

replication code for „Forecasting with Shadow-Rate VARs“ by Carriero, Clark, Marcellino and Mertens

charts

A repo of reproducible charts

china_mpshocks

High-frequency monetary policy shocks for China

cointegration_combcoint

Repository for the non-cointegration test by Bayer and Hanck

cointegration_hidimci

Structural analysis of High Dimensional Cointegration systems

commodity-price-prediction

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

connectednessapproach

connectednessreplicationfiles

dateutils

Tools for processing time-series and working with mixed frequency data.

debt-contagions

Using Network Analysis to Predict Debt Contagions

debtrank

DebtRank is a measure of systemic risk in financial networks

deepvars

Vector Autoregression augmented with deep learning.

dffm

R-package accompanying the paper "Approximate Factor Models for Functional Time Series"

dfm

Dynamic Factor Models for R

did_handbook

This repository summarizes the traditional and recently proposed estimators for the difference-in-differences specifications.