Exploration of environmental variables and death over time

This project introduces some of the basic Bayesian VAR models and provides a demonstration based on psychological data

Wheat Forecasting using LSTM and VAR

Research project: The Impact of Uncertainty on Monetary Transmission - Evidence from the US

The purpose of my application was to solve a problem many businesses (small businesses in particular) face. They do not know how much to produce, where to price, how much to spend on advertising and many other questions. Eden’s purpose was to answer these questions for them easily and with no technical acumen required by the user. Eden would mod…

Manipulation of time series data and forecast CAD/USD currency using commodities

Research project: Could Interest Rate Hikes Burst The Housing Bubble?

VAR and Local Projections

Tanulmányomban az egy főre eső GDP és munkanélküliség teljes termékenységi arányszámra gyakorolt hatását elemzem. A választott eszközök között szerepel az Engel-Granger kointegrációs teszt, amellyel megerősítettem a hipotézist, hogy szomszédos országok termékenységi rátájának alakulása általában nagyobb egyezőséget mutat, melynek magyarázata leh…

Python software & data for analyzing the City of Philadelphia's Five Year Plan

Codebase for Term Paper of course ECON F244: Economics of Growth and Development at BITS Pilani, Pilani campus (Spring '21)

An R package for Bayesian Estimation of Structural Vector Autoregressive Models

Estimação de modelos VAR(3) e VAR(10) para 91 países no período de 1960 a 2019, a fim de testar a causalidade de Granger entre as variáveis de Poupança Interna Bruta e crescimento do Produto Interno Bruto per capita.

Convenient functions to generate multivariate time series in the vector autoregressive framework.

Forecasting with VAR

Forecasting the stock market is difficult. I sought to observe the relationship between Apple's stock price and others in the S&P500. In doing this, I was able to conclude that stocks in the tech industry can help predict a trend in Apple's Percent change.

Interactive Notebook demonstrating the R-library bigtime

data segmentation and forecasting for VAR-driven factor models

This project aims to predict Indonesia's revenue and provide recommendations for non-oil and gas export commodities in 2024 using time series with Vector Autoregressive (VAR). The project is part of the Gemastik 2023 event.