Automated DFM Nowcasting Model and Platform for South Africa (Active Repo at coderaanalytics-models/SA-Nowcast)
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Feb 23, 2024 - Python
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dynamic-factor-models
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Code for Master Thesis titled: "Dynamic Factor Model with Time-Varying Parameters: Simulation Study & Application to International Inflation Dynamics"
inflation gibbs-sampling simulation-study bayesian-estimation stochastic-volatility time-varying-parameters dynamic-factor-models
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Nov 24, 2024 - Python
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