Marianojgm86

MacroModelling.jl

Macros and functions to work with DSGE models.

DataScienceInteractivePython

Python interactive dashboards for learning data science

MasterOfScienceInAnalytics_NCSU

estimating-hank-nn

big-mac-data

Data and methodology for the Big Mac index

shap

A game theoretic approach to explain the output of any machine learning model.

tigramite

Tigramite is a python package for causal inference with a focus on time series data. The Tigramite documentation is at

LinAlg4DataScience

Code that accompanies the book "Linear Algebra for Data Science"

aleatory

📦 Python library for Stochastic Processes Simulation and Visualisation

Understanding-Quantitative-Finance

📒 A collection of notes exploring Quantitative Finance concepts with Python

PythonDataScienceHandbook

Python Data Science Handbook: full text in Jupyter Notebooks

BK2019JMCB

Brault, J. and H. Khan (2019). "The real interest rate channel is structural in contemporary in New-Keynesian models: A Note". Forthcoming at Journal of Money, Credit and Banking.

BVAR_

Empirical macro toolbox

BEAR-toolbox

The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and policy analysis.

pygwalker

PyGWalker: Turn your pandas dataframe into an interactive UI for visual analysis

machine-learning

Parallel_Computing

VARsMA

Code for Vector Autoregressive with scalar Moving Average Model. Check out the notebook VARsMA.ipynb for how to use the library. This is an extension of the VAR model in Time Series Analysis dealing with moving average components.

VectorAutoregressions.jl

Vector autoregressive model in Julia

awesome-var

A curated list of Vector Autoregression resources

VAR-Toolbox

Ambrogio Cesa-Bianchi's VAR Toolbox

Practical-Time-Series-In-Python

Practical guidance for time series analysis in Python

Diebold-Mariano-Test

This Python function dm_test implements the Diebold-Mariano Test (1995) to statistically test forecast accuracy equivalence for 2 sets of predictions with modification suggested by Harvey et. al (1997).

PrettyErrors

Prettify Python exception output to make it legible.

Julia_Caliendo2015

irispie

Macroeconomic modeling package for Python

sktime

A unified framework for machine learning with time series

Iris-Pie-Examples

lecture-datascience.myst

Source repository for QuantEcon Datascience

ML_Resources

GitHub Repo with various ML/AI/DS resources that I find useful