The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and policy analysis.
☆138Jun 12, 2026Updated last week
Alternatives and similar repositories for BEAR-toolbox
Users that are interested in BEAR-toolbox are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Sep 28, 2024Updated last year
- Ambrogio Cesa-Bianchi's VAR Toolbox☆141Jun 13, 2026Updated last week
- [IrisToolbox] for Macroeconomic Modeling☆98Apr 17, 2024Updated 2 years ago
- Estimating VARs using sign restrictions in R☆22Mar 29, 2016Updated 10 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆17Aug 1, 2022Updated 3 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- LP and VAR inference under potential misspecification☆24Jan 13, 2026Updated 5 months ago
- Empirical macro toolbox☆148May 27, 2026Updated 3 weeks ago
- Bayesian Estimation of Structural Vector Autoregressive Models☆62Jun 9, 2026Updated last week
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆57Apr 28, 2026Updated last month
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆34Jan 3, 2026Updated 5 months ago
- Macroeconomic modeling package for Python☆22May 13, 2026Updated last month
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆19Jan 30, 2025Updated last year
- A collection of Dynare models☆567Mar 31, 2026Updated 2 months ago
- Vector autoregressive model in Julia☆39Jun 22, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28May 23, 2023Updated 3 years ago
- Simulation study of Local Projections, VARs, and related estimators☆51Feb 15, 2025Updated last year
- Analysis of the Primiceri (REStud, 2005) model☆32Sep 5, 2024Updated last year
- ☆40Dec 11, 2025Updated 6 months ago
- A curated list of Vector Autoregression resources☆65Apr 19, 2026Updated 2 months ago
- ☆52Sep 19, 2021Updated 4 years ago
- A package for evaluating macroeconomic forecasts developed by the Bank of England.☆26Jun 4, 2026Updated 2 weeks ago
- R package for Mixed-Frequency Bayesian VARs☆46May 11, 2021Updated 5 years ago
- ☆19Mar 21, 2019Updated 7 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆18Apr 11, 2026Updated 2 months ago
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆55Jul 9, 2025Updated 11 months ago
- TVP VAR Workshop☆14Feb 26, 2020Updated 6 years ago
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Aug 9, 2017Updated 8 years ago
- A best-efforts collection of open-sourced macroeconomic models run by central banks and other official sector agencies (ie, ministries of…☆199Jul 16, 2025Updated 11 months ago
- A Julia package to solve, simulate, and analyze nonlinear DSGE models.☆93May 27, 2026Updated 3 weeks ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆38Oct 30, 2025Updated 7 months ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆30Updated this week
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆23Jun 4, 2025Updated last year
- 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.
- Nowcasting☆233Sep 26, 2019Updated 6 years ago
- R Package for data driven SVAR identification of impulse response functions☆55Oct 18, 2025Updated 8 months ago
- R package for Bayesian Vector Autoregression☆35Jul 2, 2020Updated 5 years ago
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆53Aug 19, 2024Updated last year
- Interactive guide to Fernández-Villaverde, Hurtado, and Nuño (2019): "Financial Frictions and the Wealth Distribution".☆100Mar 2, 2020Updated 6 years ago
- ☆25May 4, 2021Updated 5 years ago
- This code solves the Krusell-Smith model in two ways: Perturbation and MIT shock. More details on the model and the solution approach can…☆43Nov 20, 2020Updated 5 years ago