Resources to derive economic forecasts What publicly available resources are there, with sample code, that can be used to build my own macroeconomic model? A search on Github shows that some people have posted code, but I think we can do better.
Ultimately, I am looking to use this model to forecast key economic indicators such as components of GDP and the labour market.
I am method agnostic, so would be happy to see VARs, DSGEs and machine learning examples.
For forecasting with VAR in R there are some good tutorials on econometrics with R. This tutorial from Justin Eloriaga also helped me when we had to make VAR for our quantitative macro assignment. PenState also has good sources for econometrics, here are their sources for VAR.