nowcasting-dfm
A Python implementation of the Dynamic Factor Model (DFM) for macroeconomic nowcasting, extending the FRBNY framework (Qian & Bok) with a modern API: real-time vintage management, Kalman-based news decomposition, optional Numba acceleration, caching, and interactive Plotly visualizations.
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Activity
- Latest release
- 1mo ago
- Total releases
- 11
- Cadence
- ~daily
- Last 12 months
- 11
Reach
- Stars
- 3
Details
- License
- BSD-3-Clause
- First release
- Jul 26, 2026
Releases
| Version | Released | |
|---|---|---|
0.1.13
patch
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0.1.12
patch
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0.1.11
patch
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0.1.10
patch
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0.1.9
patch
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0.1.8
patch
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0.1.7
patch
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0.1.6
patch
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0.1.5
patch
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0.1.4
patch
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0.1.3
initial
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