nowcastDFM: DFMs for Nowcasting

Run dynamic factor models (DFM) in R. Adapted from Bok et al. (2017) <>. The package provides the ability to estimate a DFM model, obtain predictions from estimated models, and obtain the impact of new data releases on model predictions.

Getting started

Package details

AuthorDaniel Hopp [aut, cre], Fernando Cantu [aut]
MaintainerDaniel Hopp <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

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nowcastDFM documentation built on Dec. 1, 2021, 5:07 p.m.