mboeck11

bayesianVARs

MCMC estimation of Bayesian Vectorautoregressions

BGVAR

Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.

BTSM

bvarsv

:exclamation: This is a read-only mirror of the CRAN R package repository. bvarsv — Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters. Homepage: https://sites.google.com/site/fk83research/code

DSGE_mod

A collection of Dynare models

mboeck11.github.io

replication-chan2022

replication-creditsentiments

replication-expectations-naturalgas

Replication Folder for 'Natural Gas Prices, Inflation Expectations, and the Pass-Through to Euro Area Inflation'

shrinkTVP

:exclamation: This is a read-only mirror of the CRAN R package repository. shrinkTVP — Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage

mboeck11/BGVAR

Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.

mboeck11/BTSM

mboeck11/replication-creditsentiments

mboeck11/bayesianVARs

MCMC estimation of Bayesian Vectorautoregressions

mboeck11/bvarsv

:exclamation: This is a read-only mirror of the CRAN R package repository. bvarsv — Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters. Homepage: https://sites.google.com/site/fk83research/code

mboeck11/DSGE_mod

A collection of Dynare models

mboeck11/mboeck11.github.io

mboeck11/replication-chan2022

mboeck11/replication-expectations-naturalgas

Replication Folder for 'Natural Gas Prices, Inflation Expectations, and the Pass-Through to Euro Area Inflation'

mboeck11/shrinkTVP

:exclamation: This is a read-only mirror of the CRAN R package repository. shrinkTVP — Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage

mboeck11/threshtvp

Implementation of the TTVP Model by Huber, Kastner and Feldkircher (2019)