Macroeconomics Lab

Each Macro Lab pairs a model family with data import, diagnostics, and outputs. Empirical Forecasting and Forecast Combination are available now. DSGE and Agent-Based tools are in development, with model references available to explore.

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Features

Guided setup

Eight clear steps with checks along the way, or start quickly with recommended settings from the data step.

Indicator catalog

Search across FRED, BEA, BLS, IMF, OECD, and ECB. Supported series can be forecast directly from a saved dashboard.

Real diagnostics

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

Clear availability

Every lab shows what you can use now and which tools are still in development.

Empirical Forecasting Lab

Available now

Data-first macro forecasting: choose a supported indicator such as CPI, unemployment, or GDP growth, select ARIMA, Ridge, or Ensemble, and get point forecasts with confidence bands plus a comparison against simple historical benchmarks. Start with recommended settings or use the guided steps when you want more control.

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

DSGE Estimation Lab

In development

Explore the structural workflow for DSGE models, including equations, shocks, impulse responses, historical decompositions, policy counterfactuals, and structural forecasts. Interactive calculations are not available yet.

Bayesian MCMC / SMC (planned)Calibration + IRF (planned)Policy counterfactuals (planned)Kalman smoother decomposition (planned)
In development

Agent-Based Simulation Lab

In development

Explore agent-based macro models of households, firms, banks, and networks, including policy experiments, stress tests, sensitivity analysis, and stylized-fact checks. Interactive simulations are not available yet.

Paired-seed policy experiments (planned)Sobol sensitivity (planned)Morris screening (planned)Fagiolo-Roventini validation (planned)
In development

Forecast Combination Lab

Available now

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