macroeconomic-uncertainty
CommunityRebuild and analyze MacroEconomic Uncertainty for the Euro Area
Data & Analytics#macroeconomics#time-series analysis#economic uncertainty#euro area#stochastic volatility
AuthorBellerNiklas
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill rebuilds and analyzes the MacroEconomic Uncertainty (MEU) pipeline from Comunale and Nguyen (2025) for the Euro Area, offering automated data fetching, cleaning, analysis, and visualization of MEU measures.
Core Features & Use Cases
- Automated Data Fetching: Fetches public monthly data from Eurostat, ECB, OECD, and BIS.
- Data Cleaning: Performs strict cleaning and stationarity transformations on data.
- Analysis: Estimation of factor-based forecast errors, stochastic-volatility models, and horizon-specific uncertainty.
- Visualization: Generates final Plotly figures for MEU availability and comparisons.
- Use Case: This Skill can be used to analyze the economic uncertainty of the Euro Area over specific horizons, providing valuable insights for policymakers and economists.
Quick Start
Run the skill with the following command: pixi run pytask
Dependency Matrix
Required Modules
pandasnumpyjoblibplotlyr-baser-codar-jsonliter-stochvolscipystatsmodels
Components
scriptsreferencesassets
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: macroeconomic-uncertainty Download link: https://github.com/BellerNiklas/Replication-Comunale-Ngyuen-2025-MEU-/archive/main.zip#macroeconomic-uncertainty Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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