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  1. FiGASR FiGASR Public

    Lexicon-based Sentiment Analysis for Economic and Financial Applications in R

    Python 24 8

  2. t-VAR t-VAR Public

    Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatility Spillovers in Commodity Markets: A Large t-Vector AutoRegr…

    R 19 11

  3. MultiHorizonSPA MultiHorizonSPA Public

    Multi Horizon Superior Predictive Ability (SPA) test proposed by Quaedvlieg (2021)

    C++ 4 3

  4. RegionalNowcasting_replication_package_IJoF RegionalNowcasting_replication_package_IJoF Public

    Replication package for the paper "Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model"

    R 2 3

  5. lucabarbaglia.github.io lucabarbaglia.github.io Public

    Luca Barbaglia's personal website

    HTML

点击 这是indexloc提供的php浏览器服务,不要输入任何密码和下载