Packages

rejustify project
   Learn more
   R package | Manual (version 1.1.1)
   Python module

Code

Nonparametric Granger Causality (bivariate)
   Standard DP test (R implementation)
   Standard DP test with Gaussian kernel

Nonparametric Granger Causality (multivariate)
   3-variate sharpened DW test
   4-variate sharpened DW test

Other
   PDF to table converer (based on Google COVID-19 Community Mobility Reports)

Data

Fiscal variables (Empirical Economics, 2016)
   Data set