bdemeshev / bvarrLinks
r package for bayesian VARs
☆23Updated 7 years ago
Alternatives and similar repositories for bvarr
Users that are interested in bvarr are comparing it to the libraries listed below
Sorting:
- Dynamic Factor Models for R☆37Updated 2 weeks ago
- Multivariate Time Series Models: VAR, SVAR and SVEC☆43Updated 3 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated 8 months ago
- R/C++ implementation of Bayes VAR models☆20Updated 5 years ago
- Estimating VARs using sign restrictions in R☆20Updated 9 years ago
- Analysis of the Primiceri (REStud, 2005) model☆32Updated 9 months ago
- tsDyn☆34Updated 7 months ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆29Updated 5 months ago
- Convolution-type Smoothed Quantile Regression☆21Updated 2 years ago
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆56Updated 6 months ago
- R package for Mixed-Frequency Bayesian VARs☆41Updated 4 years ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆33Updated 7 months ago
- R package to estimate time-varying coefficient regressions☆19Updated last year
- Dynamic factor model estimation for R☆23Updated 2 years ago
- Optimized regression discontinuity designs☆29Updated 2 years ago
- Bayesian Macroeconometrics in R☆89Updated 2 years ago
- GAS models☆34Updated 3 years ago
- ☆47Updated 2 months ago
- ddml: Double/Debiased Machine Learning in R☆19Updated last month
- R interface for Fixed Effect Models☆21Updated 5 years ago
- Code for Causal Inference: The Mixtape by Scott Cunningham☆27Updated 6 years ago
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆12Updated 2 years ago
- Inference in instrumental variables models robust to many instruments☆11Updated 4 years ago
- CRAN Task View: Econometrics☆34Updated 2 months ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆15Updated 2 years ago
- ☆20Updated 6 years ago
- This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…☆16Updated 2 years ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆17Updated 7 months ago
- Notes on solving and estimating economic model with heterogeneous agents using R and C++☆16Updated 10 years ago
- R package for Bayesian Vector Autoregression☆32Updated 4 years ago