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Macroeconomics Lab

Each Macro Lab pairs a model family with data import, diagnostics, and outputs. Empirical Forecasting and Forecast Combination run in beta. DSGE and Agent-Based labs show the intended workflows while their engines remain gated.

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Features

Guided wizard

Eight-step pipeline with validation gates, or skip straight to a default forecast via Express run on the data step.

Indicator catalog

Search across FRED, BEA, BLS, IMF, OECD, ECB. The curated forecast registry identifies which series the current forecasting engine can run end-to-end.

Real diagnostics

ADF + KPSS stationarity, ACF / PACF / Ljung-Box / Jarque-Bera / ARCH-LM residual checks, plus pairwise Diebold-Mariano vs four naive benchmarks.

Capability labels

Every lab surface distinguishes runnable beta workflows from reference-only templates and runtime-gated engines.

Empirical Forecasting Lab

Runnable beta

Data-first macro forecasting: pick a tracked forecast-capable indicator (CPI, unemployment, GDP growth, and more across daily, weekly, monthly, quarterly, and annual frequencies), pick a model class (ARIMA / Ridge / Ensemble), and get point forecasts with confidence bands plus a backtest comparison against four naive benchmarks. Express run skips the pipeline; the 8-step guided path is there when you want to tune.

ARIMA + SARIMARidge regressionEnsemble (BMA / equal / stacking)DM + Clark-West testsNaive benchmarks (Mean, Naive, Drift, Seasonal-naive)
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DSGE Estimation Lab

Runtime gated

Structural macro workflow for solving and estimating DSGE models, then reading impulse responses, historical decompositions, policy counterfactuals, and structural forecasts. The route shows the intended workflow, but no production DSGE engine is exposed yet.

Bayesian MCMC / SMC (planned)Calibration + IRF (planned)Policy counterfactuals (planned)Kalman smoother decomposition (planned)
Runtime gated

Agent-Based Simulation Lab

Runtime gated

Agent-based macro simulation workflow for heterogeneous households, firms, banks, networks, paired-seed policy experiments, stress tests, and stylized-fact validation. The templates are visible, but no production agent simulation engine is exposed yet.

Paired-seed policy experiments (planned)Sobol sensitivity (planned)Morris screening (planned)Fagiolo-Roventini validation (planned)
Runtime gated

Forecast Combination Lab

Runnable beta

Ensemble forecasting, not a standalone regression-analysis lab. Import compatible source forecasts, combine them into point, density, fan-chart, tournament, monitoring, or scenario-conditional outputs, and keep validation and terminal-test windows separate.

Bates-Granger weightingBMAStacking - CVOLS Granger-RamanathanFan chart construction
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Macro by Mark

Global economic data, empirical models, and macro theory
All in one workspace

Public data from government agencies and multilateral statistical releases, anchored in official sources.

© 2026 Mark Jayson Martinez Farol

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