DFMs for Nowcasting

Run dynamic factor models (DFM) in R. Adapted from Bok et al. (2017) < https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr830.pdf>. The package provides the ability to estimate a DFM model, obtain predictions from estimated models, and obtain the impact of new data releases on model predictions.


Reference manual

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