There are 3 repositories under federal-reserve topic.
Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
a payment application intended for deployment by the united states treasury that replaces banking with accounting
Computational data tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
Extracting the "dot plot" economic projections posted online by the Federal Open Market Committee
Python library for all things Federal Reserve related
Text mining, topic modeling, and sentiment analysis are applied to FOMC meeting minutes.
The FOMCAnalysis model is engineered to analyze and interpret the language utilized by Federal Reserve officials and in key FOMC releases, such as the Beige Book and the minutes.
Data Visualization and Analytical report between the relationship between the United States stock market, the Federal Reserve Economic Data (FRED), as well as the US Census Bureau of Economic Indicators (US-CBEI)
Google Apps Script to FRED API for FRED series joined by date
Script that runs a webscraper for google news, term = "federal reserve" and sends it to @yjcha73
Financial Data Analysis with FRED API - USA Federal Reserve Economic Data
This program seeks to explore the relationship between the Effective Fed Funds Rate (target variable) and the most common parameters the Fed uses to justify their rate hikes/drop decisions when communicating to public, namely personal consumption expenditures inflation, real gross domestic production growth, and unemployment rate (predictor variables). We will predict the Theoretical Fed Funds Rates based on the predictor variables and compare that with the current interest rates, to have a general sensing of how far behind the Fed is lagging in their set interest rate.
-A Replication, Abstract: The paper Stock Returns over the FOMC Cycle (Cieslak et al., 2019) finds a pattern in financial markets that suggests that stock market excess returns in the last 23 years were entirely earned in even weeks (0, 2, 4, and 6) starting from the last FOMC meeting.
Simple Fed minutes analysis. My first application of NLP
This repository automatically scrapes the FOMC meeting statements & minutes - tracking US monetary policy changes through time.
Linear Regression Economic data correlation calculator
Converts US dollars (USD) to New Taiwan Dollars (TWD) and vice versa
Proxies web requests to FRED without CORS such that it may be used in a web app
Working with unemployment data from the federal reserve
A Python Package for retrieving Federal Reserve Economic Data at Scale and feeding it to OpenAI
An Elixir HTTP client for Federal Reserve Economic Data API
Natural Language Processing exercise in the context of Federal Reserve Bank's FOMC minutes and Beige Book