bvar

There are 9 repositories under bvar topic.

  • kthohr/BMR

    Bayesian Macroeconometrics in R

    Language:C++85245057

  • 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.

    Language:R4759220

  • franzmohr/bvartools

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

    Language:R294611

  • kthohr/bmlib

    Bayesian Macroeconometrics C++ Library

    Language:C++75011

  • tw-presents/be23-lecture7

    Bayesian Econometrics 2023 at unimelb: slides for lecture 7: Bayesian VARs

    Language:HTML4000

  • ygeunkim/bvhar

    R and Python package to model Bayesian VAR and VHAR models

    Language:C++41102

  • elmarmertens/CCMMshadowrateVAR-code

    replication code for „Shadow-Rate VARs“ by Carriero, Clark, Marcellino and Mertens

    Language:MATLAB2206

  • ygeunkim/paper-bvhar

    Codes for BVHAR Research

    Language:R1100

  • dcuoliveira/ESOBE21-SGD

    Language:R0201