Fernando da Silva's Projects
Applied Economic Forecasting Using Time Series Methods Book by Eric Ghysels and Massimiliano
Time Series And Econometric Modeling In R
MARTIN Macro Model in R
Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"
Forecasting using caret package infrastructure
This repository hosts the code behind the online book, Coding for Economists.
Forecasting CPI Inflation with Hierarchical Recurrent Neural Networks
Cryptocurrency Prices Web-Scraping with GitHub Actions
Dashboard for analyzing inflation in Brazil
A economia do chimarrão: análise exploratória de dados
Datasets used in the AEA 2018 Continuing Education "Machine Learming and Econometrics" (Athey and Imbens, 2018)
Macroeconomic forecasts in Brazil
IPCA forecasts (Brazil's CPI)
VAR and FAVAR models in R for 8th semester project
Forecasting Inflation in a data-rich environment: the benefits of machine learning methods
Repository for GARCH tutorial paper in RAC
Easy access to official spatial data sets of Brazil in R and Python
Confidence bands for the Hodrick-Prescott (HP) Filter as proposed by Giles (2013)
Unemployment rate prediction of a country is a key factor for country's economic and financial growth and a challenging job for the policymakers. Here we tried to propose a novel integrated approach based on linear and non-linear models that can predict unemployment rates more accurately.
IBOVESPA Heatmap Calendar: daily return (%)
industrial production forecasting
Cálculo da taxa de juros real da economia brasileira
locally download and prepare publicly-available microdata
Brazil inflation analysis report (portuguese)
ShinyApp to compare macroeconomic indicators of the 2022 World Cup countries.
Macroeconomics at Claremont Graduate University
Dashboard: Macroeconomic Data of Brazil