bayesian-var

There are 0 repository under bayesian-var topic.

• franzmohr / bvartools

  Functions for Bayesian inference of vector autoregressive and vector error correction models

  bayesian-vargibbs-samplingvector-autoregressionbvarbayesian-inferencevector-error-correction-modelbayesianr-packagebvecmmcmc
  Language:R 29
• CCMMoutlierVAR-code

  elmarmertens / CCMMoutlierVAR-code

  Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021), Work in Progress

  bayesian-varcovid-19forecastingoutlier-detectionoutlier-removal
  Language:MATLAB 6

• BarneyE1988 / abe_cb_r

  Applied Bayesian Econometrics for Central Bankers in R

  bayesian-varbayesian-time-seriesapplied-bayesian-econometricscentral-bankers
  Language:R 0