r package for bayesian VARs
☆23Dec 12, 2017Updated 8 years ago
Alternatives and similar repositories for bvarr
Users that are interested in bvarr are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- R package for Bayesian Vector Autoregression☆36Jul 2, 2020Updated 6 years ago
- Analysis of the Primiceri (REStud, 2005) model☆32Sep 5, 2024Updated last year
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆59Apr 28, 2026Updated 4 months ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Updated this week
- Estimating VARs using sign restrictions in R☆22Mar 29, 2016Updated 10 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Dynamic Factor Models for R☆47Jun 18, 2026Updated 2 months ago
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- Bayesian Macroeconometrics in R☆93Jul 18, 2022Updated 4 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆27Jan 25, 2018Updated 8 years ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆18Aug 31, 2023Updated 3 years ago
- ☆11Jul 20, 2015Updated 11 years ago
- Fit Bayesian models with a focus on spillover effects. Implements linear specifications (with or without shrinkage), allows for spatial l…☆13Sep 2, 2023Updated 3 years ago
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆33Sep 9, 2020Updated 5 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆38Oct 30, 2025Updated 10 months ago
- A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…☆10Aug 11, 2026Updated 3 weeks ago
- R package for Mixed-Frequency Bayesian VARs☆46May 11, 2021Updated 5 years ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆31Updated this week
- ☆53Dec 8, 2025Updated 8 months ago
- ☆33Dec 22, 2025Updated 8 months ago
- MCMC estimation of Bayesian Vectorautoregressions☆11Mar 3, 2026Updated 6 months ago
- Multivariate Time Series Models: VAR, SVAR and SVEC☆47Mar 25, 2022Updated 4 years ago
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆15Apr 17, 2021Updated 5 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- R Package for data driven SVAR identification of impulse response functions☆56Oct 18, 2025Updated 10 months ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆19Apr 11, 2026Updated 4 months ago
- Barcelona GSE Macroeconometrics Summer School 2018 courses☆14Jul 3, 2018Updated 8 years ago
- Shiny app for browsing R packages by CRAN Task Views and license info☆11Sep 4, 2019Updated 6 years ago
- R package for Regresssion Design Discontinuity☆38Nov 12, 2023Updated 2 years ago
- Discussion for Stan for economists☆10Mar 29, 2016Updated 10 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆21Aug 21, 2025Updated last year
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆35Jan 3, 2026Updated 8 months ago
- Testing for bubbles with R☆20Oct 19, 2019Updated 6 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Topics in Distributional Macroeconomics @ Tinbergen Institute☆13Mar 6, 2025Updated last year
- An extension to the R tidyverse for automated ML. The package allows fitting and cross validation of linear regression and classification…☆18Apr 29, 2025Updated last year
- Replication code for "Monetary Policy, Credit Spreads, and Business Cycle Fluctuations"☆19Jun 14, 2018Updated 8 years ago
- R-package: Bayesian variable selection, model choice, and regularized estimation for (spatial) generalized additive mixed regression …☆14Oct 22, 2024Updated last year
- Expected Shortfall Backtesting☆13Sep 3, 2023Updated 3 years ago
- ☆25Feb 22, 2026Updated 6 months ago
- R Based Data Science Training Delivered to the Ugandan Ministry of Finance and Bureau of Statistics☆11Aug 18, 2021Updated 5 years ago