Examples

Worked examples for cultivars, one script per model family. Each script is executed at documentation-build time, so the figures and printed output are produced by the code shown. Scripts are plain Python with reST in the module docstring and in # %% cell comments; run any of them directly with python examples/plot_<name>.py.

An inflation forecasting horse race, evaluated properly

An inflation forecasting horse race, evaluated properly

Business-cycle regimes: Markov switching against the NBER chronology

Business-cycle regimes: Markov switching against the NBER chronology

Equity volatility: GARCH, asymmetric GARCH and stochastic volatility

Equity volatility: GARCH, asymmetric GARCH and stochastic volatility

Forecasting the Treasury yield curve with dynamic Nelson-Siegel

Forecasting the Treasury yield curve with dynamic Nelson-Siegel

Forecasting with a medium-sized Bayesian VAR

Forecasting with a medium-sized Bayesian VAR

Monetary policy shocks in a recursive VAR

Monetary policy shocks in a recursive VAR

Monetary policy without recursiveness: heteroskedasticity and proxies

Monetary policy without recursiveness: heteroskedasticity and proxies

Oil supply and demand shocks: sign, narrative and set identification

Oil supply and demand shocks: sign, narrative and set identification

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Shared FRED access for the example gallery.

Supply and demand shocks with long-run restrictions

Supply and demand shocks with long-run restrictions

The great ratios: cointegration and a vector error-correction model

The great ratios: cointegration and a vector error-correction model