The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and policy analysis.
☆145Jul 1, 2026Updated last month
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:
- Ambrogio Cesa-Bianchi's VAR Toolbox☆193Updated this week
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Sep 28, 2024Updated last year
- [IrisToolbox] for Macroeconomic Modeling☆99Apr 17, 2024Updated 2 years ago
- Codes for for Bayesian Local Projections & Bayesian Direct Forecasts☆19Jun 19, 2023Updated 3 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆17Aug 1, 2022Updated 4 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Estimating VARs using sign restrictions in R☆22Mar 29, 2016Updated 10 years ago
- Bayesian Estimation of Structural Vector Autoregressive Models☆62Updated this week
- Empirical macro toolbox☆154Aug 6, 2026Updated 2 weeks ago
- Macroeconomic modeling package for Python☆22Jul 24, 2026Updated 3 weeks ago
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆58Jul 9, 2025Updated last year
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆58Apr 28, 2026Updated 3 months ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆35Jan 3, 2026Updated 7 months ago
- LP and VAR inference under potential misspecification☆24Jan 13, 2026Updated 7 months ago
- A curated list of Vector Autoregression resources☆68Aug 6, 2026Updated 2 weeks 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.
- A collection of Dynare models☆577Mar 31, 2026Updated 4 months ago
- ☆26May 4, 2021Updated 5 years ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆30Updated this week
- Vector autoregressive model in Julia☆38Jun 22, 2022Updated 4 years ago
- LPs or VARs? A Primer for Macroeconomists☆31May 22, 2025Updated last year
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆44Dec 21, 2022Updated 3 years ago
- 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☆52Feb 15, 2025Updated last year
- TVP VAR Workshop☆13Feb 26, 2020Updated 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.
- ☆40Dec 11, 2025Updated 8 months ago
- Analysis of the Primiceri (REStud, 2005) model☆32Sep 5, 2024Updated last year
- ☆52Sep 19, 2021Updated 4 years ago
- R package for Mixed-Frequency Bayesian VARs☆46May 11, 2021Updated 5 years ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆19Apr 11, 2026Updated 4 months ago
- ☆19Mar 21, 2019Updated 7 years ago
- Inference in SVMA models identified by external instruments/proxies☆19Dec 21, 2022Updated 3 years ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆38Oct 30, 2025Updated 9 months ago
- A best-efforts collection of open-sourced macroeconomic models run by central banks and other official sector agencies (ie, ministries of…☆203Jul 16, 2025Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆23Jun 4, 2025Updated last year
- MCMC estimation of Bayesian Vectorautoregressions☆11Mar 3, 2026Updated 5 months ago
- Matlab code and guide for solving the incomplete markets model using the methods of Krusell & Smith (1998) and Reiter (2009).☆12Aug 9, 2017Updated 9 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆15Dec 21, 2021Updated 4 years ago
- A Julia package to solve, simulate, and analyze nonlinear DSGE models.☆93Updated this week
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆55Aug 19, 2024Updated 2 years ago
- Nowcasting☆234Sep 26, 2019Updated 6 years ago