GitHub topics: var-model
Aparna-analyst/Time-Series
The Time Series Analysis repository contains various models and techniques used for analyzing time-dependent data.
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jacopo-tarantino/Technology-Shocks-and-Labor-Supply-A-Comparative-Analysis
Empirical study examining the response of labor supply to technology shocks, contrasting the opposing findings of Gali (1999) and Christiano et al. (2003). Using data from the FREDII database, this analysis computes log labor productivity and per-capita hours for the nonfarm business sector
Language: MATLAB - Size: 838 KB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0
sadpepep/VaR_modelling
Modelling data using the VaR
Language: Jupyter Notebook - Size: 280 KB - Last synced at: 11 months ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0
Avinash793/time-series-analysis-examples
Detailed implementation of various time series analysis models and concepts on real datasets.
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KevinDepedri/AI-for-Finance
Stock market prediction on 5 italian companies using VAR model, OLS regressions and LSTM recurrent neural networks over data retrieved from Refinitiv Eikon
Language: Jupyter Notebook - Size: 5.67 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 1 - Forks: 0
IvanildoBatista/Series-Temporais
Projetos de modelagem e previsão de séries temporal em linguagem Python e linguagem R. Usarei vários modelos de bibliotecas e pacotes usados para tratamento, modelagem e previsão de séries temporais. Falarei um pouco sobre cada uma delas, gerarei a validação e as previsões e, por fim, realizarei a avaliação com a métricas pertinentes.
Language: Jupyter Notebook - Size: 29 MB - Last synced at: over 2 years ago - Pushed at: over 3 years ago - Stars: 43 - Forks: 27
austinlimjingzhe/exchangeratepolicy
SMU ECON248 "Financial Market and Monetary Policy" project. A Vector Autoregression (VAR) model was used to evaluate the use of exchange rate as monetary policy to achieve Economic Growth and Price Stability in Vietnam. Data obtained from SEIC database.
Language: R - Size: 620 KB - Last synced at: over 2 years ago - Pushed at: about 3 years ago - Stars: 1 - Forks: 0
CaoBittencourt/Econometrics-II
Estimação de modelos VAR(3) e VAR(10) para 91 países no período de 1960 a 2019, a fim de testar a causalidade de Granger entre as variáveis de Poupança Interna Bruta e crescimento do Produto Interno Bruto per capita.
Language: R - Size: 2.2 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0
thedhruvrawat/findev
Codebase for Term Paper of course ECON F244: Economics of Growth and Development at BITS Pilani, Pilani campus (Spring '21)
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Blaieet/Master-thesis
MSc thesis about sales forecasting in high-dimensional contexts taking into account product relationships and promotions
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sohdas/var-data-generation
Generate time-series data using VAR model parameters (AI@UW engr-stocks group)
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