Estimating VARs using sign restrictions in R
☆22Mar 29, 2016Updated 9 years ago
Alternatives and similar repositories for VARsignR
Users that are interested in VARsignR are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A curated list of Vector Autoregression resources☆63Jun 20, 2023Updated 2 years ago
- r package for bayesian VARs☆23Dec 12, 2017Updated 8 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆32Jan 3, 2026Updated 2 months ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆129Dec 17, 2024Updated last year
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆29Jun 25, 2025Updated 9 months ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Sep 28, 2024Updated last year
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆53Jul 9, 2025Updated 8 months ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 3 years ago
- Solving models with numerical methods (economics)☆13Aug 1, 2023Updated 2 years ago
- Describes and solves some simple HACT models in Julia. The notes and code is modified and translated from Benjamin Moll's notes and code…☆11Jun 2, 2016Updated 9 years ago
- Bayesian Macroeconometrics in R☆92Jul 18, 2022Updated 3 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Sep 2, 2018Updated 7 years ago
- R Package for data driven SVAR identification of impulse response functions☆55Oct 18, 2025Updated 5 months ago
- ☆53Feb 22, 2026Updated last month
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆37Oct 30, 2025Updated 4 months ago
- Solve Aiyagari Model in Continuous Time☆29Oct 22, 2018Updated 7 years ago
- Empirical macro toolbox☆146Nov 26, 2025Updated 3 months ago
- Interactive guide to Fernández-Villaverde, Hurtado, and Nuño (2019): "Financial Frictions and the Wealth Distribution".☆99Mar 2, 2020Updated 6 years ago
- Multivariate Time Series Models: VAR, SVAR and SVEC☆46Mar 25, 2022Updated 4 years ago
- ☆37Dec 11, 2025Updated 3 months ago
- PhD level course on advanved macro models dealing with agent heterogeneity.☆67Nov 30, 2020Updated 5 years ago
- Analysis of the Primiceri (REStud, 2005) model☆32Sep 5, 2024Updated last year
- R package for Bayesian Vector Autoregression☆33Jul 2, 2020Updated 5 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆14Aug 10, 2017Updated 8 years ago
- Reiter Julia code☆18Mar 28, 2017Updated 8 years ago
- ☆23May 4, 2021Updated 4 years ago
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆16Nov 7, 2022Updated 3 years ago
- Leontief's Input-Output Model in R☆20Feb 18, 2026Updated last month
- Codes that use the VFI Toolkit to replicate existing papers☆46Jan 17, 2026Updated 2 months ago
- Bayesian Estimation of Structural Vector Autoregressive Models☆59Feb 28, 2026Updated 3 weeks ago
- [IrisToolbox] for Macroeconomic Modeling☆96Apr 17, 2024Updated last year
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆30May 23, 2023Updated 2 years ago
- Solves and simulates the Hugget JECD (1993) Economy☆12Nov 29, 2021Updated 4 years ago
- ☆16Oct 20, 2021Updated 4 years ago
- ☆26Feb 22, 2026Updated last month
- Vector Autoregression augmented with deep learning.☆17Jan 17, 2024Updated 2 years ago
- Solution and estimation of Markov Switching Rational Expectations / DSGE Models☆123Feb 22, 2026Updated last month