GitHub
github.com › kvasilopoulos › awesome-var
GitHub - kvasilopoulos/awesome-var: A curated list of Vector Autoregression resources · GitHub
GVAR Toolbox — Global VAR modeling.
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Forked by 16 users
GitHub
gist.github.com › BioSciEconomist › 197bd86ea61e0b4a49707af74a0b9f9c
Example VAR model for python · GitHub
Example VAR model for python. GitHub Gist: instantly share code, notes, and snippets.
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GitHub
github.com › topics › var-model
var-model · GitHub Topics · GitHub
SMU ECON248 "Financial Market and Monetary Policy" project. A Vector Autoregression (VAR) model was used to evaluate the use of exchange rate as monetary policy to achieve Economic Growth and Price Stability in Vietnam.
GitHub
github.com › topics › var-models
var-models · GitHub Topics · GitHub
October 6, 2022 - Python implementation of Gourieroux-Jasiak's (2025) mixed causal-noncausal VAR models. Features probabilistic forecasting, nonlinear innovation filtering, and state-dependent IRF analysis for financial time series with explosive dynamics.
GitHub
github.com › xxl4tomxu98 › econometrics-gdp-dpi-VAR
GitHub - 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
Accumulative Python File Constructing VAR Model and Call Tests Functions `https://github.com/xxl4tomxu98/econometrics-gdp-dpi-VAR/real-world-VAR.py`
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Languages: Jupyter Notebook 99.8% | Python 0.2%
GitHub
github.com › andreachello › Applied-Econometric-Time-Series › blob › master › Multivariate Time Series Analysis › VAR and SVAR Model Analysis.ipynb
Applied-Econometric-Time-Series/Multivariate Time Series Analysis/VAR and SVAR Model Analysis.ipynb at master · andreachello/Applied-Econometric-Time-Series
A repository to explore the concepts of applied econometrics in the context of financial time-series. - Applied-Econometric-Time-Series/Multivariate Time Series Analysis/VAR and SVAR Model Analysis.ipynb at master · andreachello/Applied-Econometric-Time-Series
Author: andreachello
GitHub
github.com › xxl4tomxu98 › vector-autoregressive-model-wage-inflations
GitHub - xxl4tomxu98/vector-autoregressive-model-wage-inflations: An econometrics vector autoregression model (VAR) for analysis of multivariate time series of macroeconomics phenomena. Python Jupyter notebook based model is presented here although other packages like R statistical programming language with R Studio could also be used. · GitHub
An econometrics vector autoregression model (VAR) for analysis of multivariate time series of macroeconomics phenomena. Python Jupyter notebook based model is presented here although other packages like R statistical programming language with ...
Starred by 17 users
Forked by 6 users
Languages: Jupyter Notebook
GitHub
github.com › FoundationVision › VAR
GitHub - FoundationVision/VAR: [NeurIPS 2024 Best Paper Award][GPT beats diffusion🔥] [scaling laws in visual generation📈] Official impl. of "Visual Autoregressive Modeling: Scalable Image Generation via Next-Scale Prediction". An *ultra-simple, user-friendly yet state-of-the-art* codebase for autoregressive image generation!
Visual Autoregressive Modeling (VAR) redefines the autoregressive learning on images as coarse-to-fine "next-scale prediction" or "next-resolution prediction", diverging from the standard raster-scan "next-token prediction".
Author: FoundationVision
GitHub
github.com › LRondina › SVARs-Intro
GitHub - LRondina/SVARs-Intro: Introduction to Structural VAR models · GitHub
The aim of the class is to introduce the students to Vector Autoregression (VAR) and Structural Vector Autoregression (SVAR) models.
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Languages: HTML 99.1% | MATLAB 0.9%
GitHub
github.com › prakashtewari › Python-VAR
GitHub - prakashtewari/Python-VAR: Vector Autoregressive models in Python · GitHub
Vector Autoregressive models in Python. Contribute to prakashtewari/Python-VAR development by creating an account on GitHub.
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Forked by 5 users
Languages: Python
GitHub
github.com › gayatripradhan › VAR-model
GitHub - gayatripradhan/VAR-model: Multivariate Time Series Analysis using Financial data in R
Multivariate Time Series Analysis using Financial data in R - gayatripradhan/VAR-model
Author: gayatripradhan
GitHub
github.com › borjacasilda › var_model
GitHub - borjacasilda/var_model · GitHub
The model takes a portfolio of bonds, loans, mortgages and asset-backed securities, projects every future payment, discounts them to today, then replays 1,835 days of real market history to ask one question: on the worst day in a thousand, how ...
Author: borjacasilda
Kevinkotze
kevinkotze.github.io › ts-7-tut
Tutorial: Vector Autoregression Models
The first exercise makes use of two well known time series variables for output and unemployment in the United States. This example is contained in the file T7-varBQus.R.
GitHub
github.com › statsmodels › statsmodels › blob › main › statsmodels › tsa › vector_ar › var_model.py
statsmodels/statsmodels/tsa/vector_ar/var_model.py at main · statsmodels/statsmodels
The parameters/coefficients of the VAR model, in the same format · as ``VARResults.params``. start : int, str, or datetime, optional · Zero-indexed observation number at which to start forecasting, i.e., the first forecast is start.
Author: statsmodels
GitHub
github.com › goelhardik › var-python
GitHub - goelhardik/var-python: Python implementation of Vector AutoRegressive model · GitHub
Python implementation of Vector AutoRegressive model - goelhardik/var-python
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Forked by 2 users
Languages: Python
GitHub
github.com › bpfaff › vars
GitHub - bpfaff/vars: Multivariate Time Series Models: VAR, SVAR and SVEC · GitHub
Multivariate Time Series Models: VAR, SVAR and SVEC - bpfaff/vars
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Languages: R
GitHub
github.com › stanislawcronberg › var-from-scratch
GitHub - stanislawcronberg/var-from-scratch: A simplified implementation of the VAR model for autoregressive image generation. · GitHub
A simplified implementation of the VAR model for autoregressive image generation. - stanislawcronberg/var-from-scratch
Author: stanislawcronberg
GitHub
github.com › JustinEloriaga › Vector-Autoregression-in-R
GitHub - JustinEloriaga/Vector-Autoregression-in-R: This compilation details how to build a simple VAR model in R, including model diagnostics, impulse response functions, forecast error variance decompositions, and forecasting with VAR. · GitHub
This compilation details how to build a simple VAR model in R, including model diagnostics, impulse response functions, forecast error variance decompositions, and forecasting with VAR. - JustinElo...
Author: JustinEloriaga
GitHub
github.com › justinjjlee › bayesianvar
GitHub - justinjjlee/bayesianvar: Toolkit functions and example outputs for Bayesian (Structural) Vector Autoregressive (VAR) models · GitHub
Toolkit julia source codes and example outputs for Bayesian (Structural) Vector Autoregressive (VAR) models.
Author: justinjjlee
GitHub
github.com › topics › var
var · GitHub Topics · GitHub
A powerful & convenient package for a two-step estimation method of the Factor augmented VAR (FAVAR) model, which is mainly based on RATS 10.0 .