{"id":19645031,"url":"https://github.com/quantecon/dynamic_factor_models","last_synced_at":"2025-04-28T14:32:32.666Z","repository":{"id":68508923,"uuid":"140372123","full_name":"QuantEcon/dynamic_factor_models","owner":"QuantEcon","description":null,"archived":false,"fork":false,"pushed_at":"2019-01-22T06:46:24.000Z","size":5720,"stargazers_count":39,"open_issues_count":4,"forks_count":21,"subscribers_count":7,"default_branch":"master","last_synced_at":"2025-04-28T11:22:11.719Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":null,"language":"Jupyter Notebook","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"bsd-3-clause","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/QuantEcon.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null},"funding":{"github":"numfocus","custom":"https://numfocus.org/donate-to-quantecon"}},"created_at":"2018-07-10T03:28:20.000Z","updated_at":"2024-10-15T16:56:00.000Z","dependencies_parsed_at":"2023-03-11T03:46:52.566Z","dependency_job_id":null,"html_url":"https://github.com/QuantEcon/dynamic_factor_models","commit_stats":{"total_commits":27,"total_committers":4,"mean_commits":6.75,"dds":"0.11111111111111116","last_synced_commit":"ca9dbde34cdbd70360642ce612e78461c113d1ea"},"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/QuantEcon%2Fdynamic_factor_models","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/QuantEcon%2Fdynamic_factor_models/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/QuantEcon%2Fdynamic_factor_models/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/QuantEcon%2Fdynamic_factor_models/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/QuantEcon","download_url":"https://codeload.github.com/QuantEcon/dynamic_factor_models/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":251330477,"owners_count":21572290,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2024-11-11T14:31:43.006Z","updated_at":"2025-04-28T14:32:32.634Z","avatar_url":"https://github.com/QuantEcon.png","language":"Jupyter Notebook","funding_links":["https://github.com/sponsors/numfocus","https://numfocus.org/donate-to-quantecon"],"categories":[],"sub_categories":[],"readme":"# dynamic_factor_models\r\n\r\nThis is a respository for the project to replicate some results of dynamic factor models. Tentatively planned papers are\r\n- [Stock, J. H., \u0026 Watson, M. W. (2016). Dynamic factor models, factor-augmented vector autoregressions, and structural vector autoregressions in macroeconomics. In Handbook of macroeconomics (Vol. 2, pp. 415-525). Elsevier.](https://www.sciencedirect.com/science/article/pii/S1574004816300027)\r\n- [Barigozzi, M., Conti, A. M., \u0026 Luciani, M. (2014). Do euro area countries respond asymmetrically to the common monetary policy?. Oxford bulletin of economics and statistics, 76(5), 693-714.](https://onlinelibrary.wiley.com/doi/abs/10.1111/obes.12038)\r\n- [Forni, M., \u0026 Gambetti, L. (2010). The dynamic effects of monetary policy: A structural factor model approach. Journal of Monetary Economics, 57(2), 203-216.](https://www.sciencedirect.com/science/article/pii/S0304393209001597)\r\n\r\n**Any contribution would be appreciated!!**\r\n- post issue if you find any error or if you want a new feature\r\n- send pull request if you can contribute to the repository\r\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fquantecon%2Fdynamic_factor_models","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fquantecon%2Fdynamic_factor_models","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fquantecon%2Fdynamic_factor_models/lists"}