Top 63 economics open source projects

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Creating interactive R Problem Sets. Automatic hints and solution checks. (Shiny or RStudio)

Online research made easy

Applied Econometrics Library for Python

Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables

🔃 Cybernetics Reading Club

Research by Carlos Góes

GCAM -- The Global Change Analysis Model

ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.

Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.

Quickly assemble data from the Panel Study of Income Dynamics (PSID)

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Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

A curated collection of links for economists

Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)

Foundation is a flexible, modular, and composable framework to model socio-economic behaviors and dynamics with both agents and governments. This framework can be used in conjunction with reinforcement learning to learn optimal economic policies, as done by the AI Economist (https://www.einstein.ai/the-ai-economist).

Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.

AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库

Sharing Updatable Models (SUM) on Blockchain

Acclimate - an agent-based model for economic loss propagation

Software to look for interrelationships between constants and find formulas for number sequences

An agent-based computational economy with macroeconomic equilibria from microeconomic behaviors

course on the basics of scientific computing for economists

Sequential Monte Carlo algorithm for approximation of posterior distributions.

​The Economic Simulation Library provides an extensive collection of tools to develop, test, analyse and calibrate economic and financial agent-based models. The library is designed to take advantage of different computer architectures. In order to facilitate rapid iteration during model development the library can use parallel computation. Econ…

Journal-style regression tables

Given a job title and job description, the algorithm assigns a standard occupational classification (SOC) code to the job.

A Julia package to solve DSGE models

Econ5170@CUHK: Computational Methods in Economics (2020 Spring).

Dichotomy Tests provides interesting tests that show you how inclined you are toward certain philosophical, psychological or political views. Each test tries to discover your preferred beliefs and will attempt to accurately position you along numerous dichotomic axes.

Articles/ Journals and Videos related to Economics📈 and Data Science 📊

The QuantGov Library

R Code Examples Multi-dimensional/Panel Data

AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库

Bacon-Goodman decomposition for differences-in-differences with variation in treatment timing.

Quickly adjust U.S. dollars for inflation using the Consumer Price Index (CPI)

"How Many Jobs Can be Done at Home?" by Jonathan Dingel and Brent Neiman

Python package for the simulation and estimation of generalized Roy model

Economics and Pricing in R

course on data science for economists

For 'Economics Development II' PhD seminar at CUNY Graduate Center. (older site) Generates docs at:

[archived]

Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)

Fortune 500 company lists since 1955 in CSV format, mostly parsed using Beautiful Soup

design, solve and estimate discrete dynamic programs.

2018-2019 Quantitative Macroeconomics, UAB

Data Analysis Studies on Value Investing

Lecture source for "Quantitative Economics with Julia"

R package containing a host of datasets useful for economic research. Complete with raw data and cleaning functions.

A Matlab Toolkit for Macroeconomic Models using Value Function Iteration

Nowcasting

a payment application intended for deployment by the united states treasury

Making Patent Citations Uncool Again

A Julia interface for retrieving data from the Bureau of Economic Analysis (BEA).

Python package to compute economic complexity and associated variables

Download financial reports from SEC's EDGAR. Extract clean textual data from specific item sections and bootstrap your financial NLP research. Software from the research paper published in ECONLP 2021.

Python based Wikidata framework for easy dataframe extraction

Agent-based model of the UK housing market.

Quantitative Economics with Python