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mbalcilar
mFilter:Miscellaneous Time Series Filters
The mFilter package implements several time series filters useful for smoothing and extracting trend and cyclical components of a time series. The routines are commonly used in economics and finance, however they should also be interest to other areas. Currently, Christiano-Fitzgerald, Baxter-King, Hodrick-Prescott, Butterworth, and trigonometric regression filters are included in the package.
Maintained by Mehmet Balcilar. Last updated 2 years ago.
baxter-king-filterbutterworth-filterchristiano-fitzgerald-filterfiltershodrick-prescott-filtermacroeconomicstime-seriestrigonometric-regression-filter
5 stars 6.99 score 732 scripts 2 dependents
ropenspain
tidyBdE:Download Data from Bank of Spain
Tools to download data series from 'Banco de España' ('BdE') on 'tibble' format. 'Banco de España' is the national central bank and, within the framework of the Single Supervisory Mechanism ('SSM'), the supervisor of the Spanish banking system along with the European Central Bank. This package is in no way sponsored endorsed or administered by 'Banco de España'.
Maintained by Diego H. Herrero. Last updated 11 days ago.
apibdeggplot2macroeconomicsropenspainseries-dataspain
11 stars 6.44 score 14 scripts
pachadotdev
leontief:Input-Output Analysis
An implementation of the Input-Output model developed by Wassily Leontief that represents the interdependencies between different sectors of a national economy or different regional economies.
Maintained by Mauricio Vargas. Last updated 2 years ago.
14 stars 4.92 score 12 scripts
tylerjpike
sovereign:State-Dependent Empirical Analysis
A set of tools for state-dependent empirical analysis through both VAR- and local projection-based state-dependent forecasts, impulse response functions, historical decompositions, and forecast error variance decompositions.
Maintained by Tyler J. Pike. Last updated 2 years ago.
econometricsforecastingimpulse-responselocal-projectionmacroeconomicsstate-dependenttime-seriesvector-autoregression
12 stars 4.78 score 8 scripts