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Impulse Response Python Packages

Python packages with the GitHub topic impulse-response. Sorted by relevance, with stars and monthly downloads.
Siqueira-J-S
favar

Python package for Factor-Augmented Vector Autoregression (FAVAR) estimation, forecasting, and impulse-response analysis.

2K 3 0
gustavovargas
dsgekit

A Python toolkit for DSGE modeling: parse model files, solve linear and nonlinear systems, run simulation and estimation workflows, and perform policy/welfare analysis.

155 1 0
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