Felipe Gonçalves Pereira's starred repositories
causal-inference-in-R
Causal Inference in R: A book!
Factor-Augmented-Vector-Autoregression
An economic forecasting model based on Factor Augmented VAR (FAVAR). The FAVAR approach is superior than classic VAR as it incorporates a much larger data set and can be used in a big data setting.
Factor-augmented-vector-autoregressive-FAVAR-WINRATS-code-package-
A powerful & convenient package for a two-step estimation method of the Factor augmented VAR (FAVAR) model, which is mainly based on RATS 10.0 .
Applied-Econometric-Time-Series
A repository to explore the concepts of applied econometrics in the context of financial time-series.
macro_report
Brazil inflation analysis report (portuguese)
gmwo-api-examples
API code examples for the Oxford Economics' Global Model Workstation Online (GMWO) platform
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
wb_gdp_predict
Predicting next year's GDP using ML (Python)
r-atascopom
Experimento com R e atas do COPOM
text-mining-fomc
This project aims to breakdown the general sentiment as well as topics discussed by the FOMC with the help of Text Mining techniques.
Fed_minutes_analysis
Simple Fed minutes analysis. My first application of NLP
centralbank_analysis
Analyze central bank announcements
Forecast-and-assessment-of-General-Inflation-
This code mainly computes the forecast of headline inflation using different aproaches. Likewise presents the forecast evaluation for each model along different points in a span period.
InflationSimulator
Code for simulating inflation, including Lagrangians with non-canonical kinetic energy.
monero_inflation_checker
Minimal Python tools to check transactions and scan the Monero blockchain in order to prove that there is no inflation.
Bitcoin_Monetary_Inflation
A dynamic and interactive visualization tool that provides real-time insights into Bitcoin's monetary inflation. Built with Python, this project illustrates Bitcoin's inflation rate as a function of block height, offering an up-to-date snapshot of the Bitcoin network's monetary policy.
Forecasting-Inflation-Rates-of-Poland
Recently inflation is a popular topic in Poland and is highest since 2001. Experts presume inflation in Poland should continue to rise, and by the end of 2021 it will be close to 8%. This notebook aims to develop a forecasting model for time series using Python.
inflationchart
The stock market inflation adjusted for the US-money supply
Inflation-Nowcast-Model
A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.
BLS-CPI-Inflation-Analysis
R script for reading in and analyzing CPI inflation data