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Name: Allister Hodge
Type: User
Company: Eastern Caribbean Central Bank
Bio: Economist with interest in data science and programming.
Location: St Kitts and Nevis
Name: Allister Hodge
Type: User
Company: Eastern Caribbean Central Bank
Bio: Economist with interest in data science and programming.
Location: St Kitts and Nevis
Econometrics Time Series Vector Auto-Regression Models
Code for analysis of sectoral effects of monetary policy with a VAR model
Modélisation de la relation entre taux d'intérêt et la production nationale : L'étude consiste à vérifier à travers les modélisation de type VAR, VECM, SVAR la relation que la théorie macroéconomique affirme, entre la Production et le Taux d'intérêt. Nous avons fait le choix de l'étudier pour les Etats-Unis entre 1950 et 2000. (VAR) réalisé sous R.
Temp
State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and forecast error variance decomposition.
Investigates sensitivity of risk measures including Value-at-Risk, expected-shortfall and expectile-quantile transformation level in the framework of Huber (1964), i.e., considering the underlying model is in an epsilon-neighborhood of the pre-supposed ideal model.
Stock & Watson 3*3 VAR Replication. Variables: Inflation, Unemployment and Federal Funds Rate. An exact Replication of SW. Variance Decomposition FEVD - Forecast Error Variance Decomposition.
Structural Vector Autoregression with Smoth Transition in Variances
VAR Analysis of Switzerland
Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatility Spillovers in Commodity Markets: A Large t-Vector AutoRegressive Approach", Energy Economics.
Implementation of the TTVP Model by Huber, Kastner and Feldkircher (2019)
This project focuses on multivariate time series and thus we mainly use the tests and models, such as VAR and VARX, which can deal with multivariate time series.
Examples of vector autoregressive model. I also discussed vector error correction and time series models for forecasting purposes.
Custom functions used when working with the time series data and the `vars` package
TVP-GVAR-FSVM model proposed in "Measuring international uncertainty using global vector autoregressions with drifting parameters"
TVP Reaction Function BACEN
VAR US Model
All aBout Vector Autoregression
Tool to monitor VaR of a given portfolio.
Simple application of a general vector auto regressive model for macroeconomics series
This compilation details how to build a simple VAR model in R, including model diagnostics, impulse response functions, forecast error variance decompositions, and forecasting with VAR.
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.