gdp Vector - Moozonian

GitHub Repo https://github.com/xxl4tomxu98/econometrics-gdp-dpi-VAR

xxl4tomxu98/econometrics-gdp-dpi-VAR

Multivariate time series Vector Autoregression Model (VAR) on real world GDP and DPI (and some other indexes). Bayesian Structured Time Series (BSTS).

GitHub Repo https://github.com/skumarmohapatra/VectorAutoregression

skumarmohapatra/VectorAutoregression

Using random GDP and Inflation data doing a dummy VAR

GitHub Repo https://github.com/pruggerd/Structural-Vector-Autoregression-Modeling

pruggerd/Structural-Vector-Autoregression-Modeling

I analyze the interplay of three U.S. time series: unemployment, inflation and gross domestic product. The first cleans the data and invests seasonality and stationarity. The second part develops a (structural) vector autoregressive model and test structural identification. The third uses principal compnent analysis and three different quality criterions to forecast quarterly U.S. GDP.

GitHub Repo https://github.com/ishaan007/SVAR

ishaan007/SVAR

Time series modelling using Structural Vector Auto-Regression

GitHub Repo https://github.com/eiae/macrometrics-project

eiae/macrometrics-project

Forecasting euro area GDP growth over the short run using a mixed-frequency Vector Autoregression and Dynamic Factor model.

GitHub Repo https://github.com/ffikowski/GDP-Forecast-Vector-Autoregressive-Approach

ffikowski/GDP-Forecast-Vector-Autoregressive-Approach

No repository description available.

GitHub Repo https://github.com/abirSCU/SapiatDataAnalysis

abirSCU/SapiatDataAnalysis

Determine Asset allocation Strategy(S&P 500, USA T-Bond, US Forex and Gold Price) in various Market Regimes(Recession, Expansion, Mild Recession and Mild Expansion)determined by macro economic factors(US GDP, US Inflation, US Unemployment Rate) User Markov-Switching Vector Autoregressive Processes, Optimal Portfolios and the Efficient Frontier, Multi Variate GARCH Model, Gradientbooster and Linear Regression.

GitHub Repo https://github.com/philipbgm/IVAR_model_w_selected_moderators