Forecasting with Bayesian Hierarchical Panel Vector Autoregressions.
An R package by Tomasz Woźniak and Miguel Sanchez-Martinez. Copyright 2024 International Labour Organization
Forecasting a multi-country time series panel data using Bayesian Vector Autoregressions with a three-level country-global hierarchical prior structure.
You can install the development version of bvarPANELs from GitHub with:
devtools::install_github("bsvars/bvarPANELs")