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bvar

Here are 9 public repositories matching this topic...

kthohr / BMR

Bayesian Macroeconometrics in R

c-plus-plus r dsge bmr bvar bayesian-macroeconometrics dsgevar

Updated Jul 18, 2022
C++

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.

bayesian forecasts bvar vector-autoregressions impulse-responses

Updated Feb 16, 2024
R

franzmohr / bvartools

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

bayesian bayesian-inference r-package mcmc gibbs-sampling vector-autoregression bvar bayesian-var bvecm vector-error-correction-model

Updated Sep 28, 2024
R

kthohr / bmlib

Bayesian Macroeconometrics C++ Library

c-plus-plus cpp cpp11 bayesian bayesian-inference mcmc dsge bvar

Updated Jun 26, 2018
C++

ygeunkim / bvhar

R and Python package to model Bayesian VAR and VHAR models

python r time-series eigen har forecasting bayesian pybind11 vector-autoregression bvar bayesian-econometrics rcppeigen

Updated Nov 6, 2024
C++

tw-presents / be23-lecture7

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

estimation forecasting bayesian hierarchical-models vars bvar quarto

Updated Sep 6, 2023
HTML

elmarmertens / CCMMshadowrateVAR-code

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

matlab bayesian bvar svar

Updated Dec 29, 2023
MATLAB

ygeunkim / paper-bvhar

Codes for BVHAR Research

r research time-series har forecasting vector-autoregression journal-article bvar

Updated Nov 18, 2023
R

dcuoliveira / ESOBE21-SGD

exchange-rates mas bayesian singapore cointegration bvar mf-bvar error-correction-models bvecm becm

Updated Oct 9, 2021
R

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