bsvars / bsvarSIGNs
Bayesian SVARs with Sign, Zero, and Narrative Restrictions
☆13Updated last month
Alternatives and similar repositories for bsvarSIGNs:
Users that are interested in bsvarSIGNs are comparing it to the libraries listed below
- Dynamic Factor Models for R☆31Updated 5 months ago
- Estimating VARs using sign restrictions in R☆19Updated 8 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆26Updated last year
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆30Updated 4 months ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆31Updated 5 months ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆27Updated 2 months ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆14Updated last year
- A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…☆9Updated 9 months ago
- A package for shrinkage estimation of covariance matrices☆12Updated last year
- Bayesian Estimation of Structural Vector Autoregressive Models☆46Updated 2 weeks ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆15Updated 4 months ago
- Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …☆9Updated 3 years ago
- R/C++ implementation of Bayes VAR models☆17Updated 5 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆14Updated 2 years ago
- ☆18Updated 2 years ago
- R package for Mixed-Frequency Bayesian VARs☆38Updated 3 years ago
- This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…☆15Updated 2 years ago
- R package for Bayesian Vector Autoregression☆30Updated 4 years ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 2 years ago
- Analysis of the Primiceri (REStud, 2005) model☆30Updated 5 months ago
- Codes to replicate analysis in Baker & Gelbach (2020)☆11Updated 4 years ago
- Vector Autoregression augmented with deep learning.☆15Updated last year
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆25Updated 6 months ago
- Solving models with numerical methods (economics)☆11Updated last year
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Updated 8 years ago
- Set of R functions for high-dimensional econometrics☆31Updated 4 years ago
- GIRFs for threshold VARs from the R tsDyn package☆7Updated 2 years ago
- tsDyn☆34Updated 4 months ago
- ☆13Updated 8 months ago