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GitHub topics: unobserved-components

LAMPSPUC/StateSpaceModels.jl

StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.

Language: Julia - Size: 10.5 MB - Last synced at: 24 days ago - Pushed at: about 1 month ago - Stars: 274 - Forks: 26

fipelle/replication-hasenzagl-et-al-2020

Replication code for "A Model of the Fed's View on Inflation".

Language: Jupyter Notebook - Size: 5.79 MB - Last synced at: 26 days ago - Pushed at: almost 3 years ago - Stars: 8 - Forks: 13