alexanderlange53 / svarsLinks
R Package for data driven SVAR identification of impulse response functions
☆49Updated last month
Alternatives and similar repositories for svars
Users that are interested in svars are comparing it to the libraries listed below
Sorting:
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated last year
- Dynamic Factor Models for R☆38Updated 2 weeks ago
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆57Updated 10 months ago
- R package for Mixed-Frequency Bayesian VARs☆42Updated 4 years ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆31Updated 2 weeks ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆35Updated 11 months ago
- Analysis of the Primiceri (REStud, 2005) model☆32Updated last year
- Bayesian Estimation of Structural Vector Autoregressive Models☆55Updated last month
- Honest inference in regression discontinuity designs☆62Updated 9 months ago
- Bayesian Macroeconometrics in R☆91Updated 3 years ago
- ☆51Updated 2 months ago
- Multivariate Time Series Models: VAR, SVAR and SVEC☆45Updated 3 years ago
- Estimating VARs using sign restrictions in R☆21Updated 9 years ago
- R Companion to the textbook "Econometrics" by Fumio Hayashi☆37Updated 2 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆29Updated 2 years ago
- Set of R functions for high-dimensional econometrics☆37Updated 5 years ago
- This repo contains the code to replicate the analyses in Baker, Larcker, Wang.☆50Updated 3 years ago
- R/C++ implementation of Bayes VAR models☆22Updated 5 years ago
- Macroeconomics at Claremont Graduate University☆46Updated 6 years ago
- R package for Bayesian Vector Autoregression☆31Updated 5 years ago
- ☆15Updated last year
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆103Updated 3 years ago
- Econometric Theory I☆28Updated last year
- R package to estimate time-varying coefficient regressions☆19Updated 2 weeks ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆17Updated 2 years ago
- ☆26Updated last week
- CRAN Task View: Econometrics☆34Updated last month
- A Penalized Synthetic Control Estimator for Disaggregated Data (JASA, 2021)☆35Updated 7 months ago
- Multiple Treatment Effects☆24Updated 2 months ago
- Treatment Effects in Interactive Fixed Effects Model☆17Updated 7 months ago