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Fernando da Silva's Projects

bimets icon bimets

Time Series And Econometric Modeling In R

boosted_hp_filter icon boosted_hp_filter

Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"

cpi_hrnn icon cpi_hrnn

Forecasting CPI Inflation with Hierarchical Recurrent Neural Networks

experimentdatar icon experimentdatar

Datasets used in the AEA 2018 Continuing Education "Machine Learming and Econometrics" (Athey and Imbens, 2018)

f42 icon f42

Macroeconomic forecasts in Brazil

favar icon favar

VAR and FAVAR models in R for 8th semester project

forecastinginflation icon forecastinginflation

Forecasting Inflation in a data-rich environment: the benefits of machine learning methods

geobr icon geobr

Easy access to official spatial data sets of Brazil in R and Python

hpconf icon hpconf

Confidence bands for the Hodrick-Prescott (HP) Filter as proposed by Giles (2013)

hybrid-model-on-european-unemployment-rate icon hybrid-model-on-european-unemployment-rate

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.

juro-real icon juro-real

Cálculo da taxa de juros real da economia brasileira

lodown icon lodown

locally download and prepare publicly-available microdata

macrocopa icon macrocopa

ShinyApp to compare macroeconomic indicators of the 2022 World Cup countries.

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