bvar

There are 1 repository under bvar topic.

kthohr / BMR
Bayesian Macroeconometrics in R
c-plus-plus bayesian-macroeconometrics bmr r dsge bvar dsgevar
Language:C++ 84
nk027 / bvar
Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015). Allows for the computation of impulse responses and forecasts and provides functionality for assessing results.
bvar vector-autoregressions impulse-responses forecasts bayesian
Language:R 48
franzmohr / bvartools
Functions for Bayesian inference of vector autoregressive and vector error correction models
bayesian-var gibbs-sampling vector-autoregression bvar bayesian-inference vector-error-correction-model bayesian r-package bvecm mcmc
Language:R 30
kthohr / bmlib
Bayesian Macroeconometrics C++ Library
bayesian bayesian-inference mcmc dsge cpp c-plus-plus cpp11 bvar
Language:C++ 7
ygeunkim / bvhar
An R package to model Bayesian VAR and VHAR models
bayesian bayesian-econometrics bvar forecasting har r rcppeigen time-series vector-autoregression
Language:R 5
tw-presents / be23-lecture7
Bayesian Econometrics 2023 at unimelb: slides for lecture 7: Bayesian VARs
bayesian bvar estimation forecasting hierarchical-models quarto vars
Language:HTML 4
elmarmertens / CCMMshadowrateVAR-code
replication code for „Shadow-Rate VARs“ by Carriero, Clark, Marcellino and Mertens
bayesian bvar matlab svar
Language:MATLAB 2
ygeunkim / paper-bvhar
Codes for BVHAR Research
bvar forecasting har journal-article r research time-series vector-autoregression
Language:R 1
dcuoliveira / ESOBE21-SGD
exchange-rates singapore mas mf-bvar bayesian error-correction-models cointegration bvecm becm bvar
Language:R 0

bvar

kthohr / BMR

nk027 / bvar

franzmohr / bvartools

kthohr / bmlib

ygeunkim / bvhar

tw-presents / be23-lecture7

elmarmertens / CCMMshadowrateVAR-code

ygeunkim / paper-bvhar

dcuoliveira / ESOBE21-SGD