dhopp1/nowcastDFM: DFMs for Nowcasting
Run dynamic factor models (DFM) in R. Adapted from Bok et al. (2017) <https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr830.pdf>. 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
Browse package contents
Package details |
|
|---|---|
| Maintainer | |
| License | GPL-3 |
| Version | 1.0.0 |
| URL | https://github.com/dhopp1/nowcastDFM/ https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr830.pdf https://github.com/FRBNY-TimeSeriesAnalysis/Nowcasting |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
