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@bsvars

bsvars

We develop R packages for Bayesian Structural Vector Autoregressions using frontier econometric methods and compiled code written in cpp
README.md

bsvars is an R package and a GitHub Organisation

In the Organisation, we are working on the development of R packages for Bayesian Structural Vector Autoregressions using frontier econometrics methods and compiled code written in cpp.

We are hosting

  1. The developer repository of the R package bsvarTVPs
  2. Organisation website bsvars.github.io/
  3. COMING SOON: The developer repository of the R package bsvars

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  1. bsvars Public

    Bayesian Estimation of Structural Vector Autoregressive Models

    R 46 10

  2. bsvarTVPs Public

    Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Structural Matrix

    C++ 9 11

Repositories

Showing 10 of 21 repositories
  • bsvarSIGNs Public

    Bayesian SVARs with Sign, Zero, and Narrative Restrictions

    C++ 14 2 8 0 Updated Mar 22, 2025
  • 2025-03-bsvarSIGNs-w4UKR Public

    Adam's presentation of bsvarSIGNs for Workshops for Ukraine

    JavaScript 0 GPL-3.0 0 0 0 Updated Mar 21, 2025
  • bsvars Public

    Bayesian Estimation of Structural Vector Autoregressive Models

    R 46 10 8 1 Updated Mar 20, 2025
  • bvarPANELs Public

    Forecasting with Bayesian Hierarchical Panel Vector Autoregressions

    R 2 0 4 0 Updated Mar 15, 2025
  • 2025-03-bvarPANELs-ilo Public

    Internal presentation of the bvarPANELs package for the ILO

    HTML 0 GPL-3.0 0 0 0 Updated Mar 10, 2025
  • hex Public

    hex logo and sticker designs

    R 0 GPL-3.0 0 0 0 Updated Mar 10, 2025
  • bsvars.github.io Public

    bsvars R packages environment

    CSS 0 GPL-3.0 0 0 0 Updated Mar 8, 2025
  • 2025-02-DiCook Public

    Presentation of bsvarSIGNs for the Di Cook Award by the Statistical Sociaty of Australia

    HTML 0 GPL-3.0 0 0 0 Updated Feb 25, 2025
  • 2024-12-uwwne Public
    HTML 0 GPL-3.0 0 0 0 Updated Dec 22, 2024
  • 2024-12-uek Public
    HTML 0 GPL-3.0 0 0 0 Updated Dec 22, 2024
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