87 Open Source Economics Software Projects

:books: Books everyone should read!

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

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.

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.

Decentralized & Collaborative AI on Blockchain

Applied Econometrics Library for Python

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

Online research made easy

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

:arrows_clockwise: Cybernetics Reading Club

[email protected]: Computational Methods in Economics (2020 Spring).

Nowcasting

GCAM -- The Global Change Analysis Model

Research by Carlos Góes

A collection of methods for solving Finance/Accounting equations, implemented in C#.

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

Articles/ Journals and Videos related to Economics:chart_with_upwards_trend: and Data Science :bar_chart:

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

Time series implementation for the Julia language focused on efficiency and flexibility

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.

Journal-style regression tables

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

course on data science for economists

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

A Python library for the Bureau of Labor Statistics API

Solve semi-linear parabolic PDEs

Python package for downloading data from the Bureau of Economic Analysis (BEA) data API.

Implementation of Optimal Auctions through Deep Learning

Data Analysis Studies on Value Investing

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

Sequential Monte Carlo algorithm for approximation of posterior distributions.

Framework for the simulation and estimation of some finite-horizon discrete choice dynamic programming models.

applying a conservation law to financial value (information)

A Julia package to solve DSGE models

张俊的读书笔记

Пример создания и использования MongoDB бота с помощью discord.js | Example of creating and using a MongoDB bot using discord.js

Clojure library for financial computations

Market Analysis Course with Interactive RTutor Problemsets, Videos and Quizzes

Microeconometric estimation in Julia

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

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

2018-2019 Quantitative Macroeconomics, UAB

ipeadatapy is a data and metadata extraction package made in Python using Ipeadata database official API. In it's essence it is an API wrapper.

For 'Economics Development II' PhD seminar at CUNY Graduate Center. Generates docs at:

Python package to compute economic complexity and associated variables

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

:orange_book: Economics Textbook (Openstax)

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

Convenient functions for plotting economics-style supply/demand curves in R

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

Experimental Market Simulations & Trader Strategy Evaluation

Mathematics for Economists (Matlab Live Codes)

Course on Macroeconometrics (graduate level)

Stata-like toolkit for data wrangling on Julia DataFrames

📚 A list of the docs and slides that I've created

​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. Economic models developed using the library can be deployed into large-scale distributed computing environments when working with large model instances and datasets and provides routines to set up large-scale sampling computations during the analysis and calibration process.

reproducible research project template for R using Renv and snakemake with an econ application

Agent-based model of the UK housing market.

[WIP] Knophy is a content aggregation platform where voting power is regulated and earned by demonstrating what you know about the content you follow.

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

Data and code repository for the project Policy Priority Inference for Sustainable Development

Python Interface to econdb.com API

Economic and Banking System Simulation Framework.

SENTiVENT: Company-specific event detection in economic news

Economics Lesson with Stata

A minimal regression library for Julia

Tools to compute and visualize economic models

Python package for the simulation and estimation of generalized Roy model

A functional API for auction simulations

A list of various articles that I find helpful for reading about deep learning, forecasting, or macroeconomics

US county level interactive map of Covid-19 cases

Textual analysis of FOMC Transcripts. My research examines the relationship between words said during FOMC meetings, and changes in Federal Funds Rate. You can walk through my data cleaning, processing, and analysis process here.

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

Provide clean macroeconomic time series as CSV files at stable URL

Replication package for Bonhomme Lamadon and Manresa paper, A distributional framework for matched data

Acclimate - an agent-based model for economic loss propagation

Course on GMM, Indirect Inference and Bootstrap for Economists (graduate level)

A central repository for production ready, fully audited Nesta code for data collection and processing

Unofficial guidance for authors wishing to create data and code supplements, and for replicators

function to capture BACEN, Ipeadata and Sidra series using their APIs

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

Template structure for empirical papers.