SVAR toolbox for bayesian VAR estimation and a range of identification methods
☆11Feb 16, 2025Updated last year
Alternatives and similar repositories for SVAR_tools
Users that are interested in SVAR_tools 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/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- Empirical macro toolbox☆148Nov 26, 2025Updated 5 months ago
- LaTeX Templates for theses and beamer presentations☆18Oct 15, 2024Updated last year
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆44Dec 21, 2022Updated 3 years ago
- R package for Markov regime-switching models☆12Jan 23, 2018Updated 8 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Dynamic Factor Models for R☆45Apr 24, 2026Updated last week
- Factor-Based Imputation for Missing Data☆64Jan 24, 2025Updated last year
- Quantile Local Projections☆12Aug 8, 2022Updated 3 years ago
- Replication code for "Monetary Policy, Credit Spreads, and Business Cycle Fluctuations"☆18Jun 14, 2018Updated 7 years ago
- Simulation study of Local Projections, VARs, and related estimators☆50Feb 15, 2025Updated last year
- ☆13Apr 16, 2021Updated 5 years ago
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆16Nov 7, 2022Updated 3 years ago
- Replication Files for "Evaluating Monetary Policy Counterfactuals: (When) Do We Need Structural Models?" by Caravello, McKay & Wolf☆23Mar 2, 2026Updated 2 months ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 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.
- ☆11May 28, 2021Updated 4 years ago
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆12Oct 4, 2021Updated 4 years ago
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆57Apr 28, 2026Updated last week
- Vector autoregressive model in Julia☆38Jun 22, 2022Updated 3 years ago
- Repository for Micro Risks and (Robust) Pareto Improving Policies☆13Sep 14, 2024Updated last year
- ☆11Apr 19, 2021Updated 5 years ago
- My Quarto Slides Examples☆11Oct 6, 2024Updated last year
- Diebold & Yilmaz method, DCC-Garch method on composite indicies. 2009-2019☆23May 31, 2020Updated 5 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 10 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.
- Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"☆13Jan 23, 2024Updated 2 years ago
- Multivariate Time Series Models: VAR, SVAR and SVEC☆47Mar 25, 2022Updated 4 years ago
- Workshop on scientific computing for economists with Python and Julia☆18Aug 9, 2016Updated 9 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆17Aug 1, 2022Updated 3 years ago
- Computational macro exercises from 2nd year☆11Apr 6, 2019Updated 7 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆35Jul 17, 2024Updated last year
- Econometric Analysis of Explosive Time Series☆32Sep 19, 2025Updated 7 months ago
- Materials for empirical macro course☆25Feb 2, 2025Updated last year
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆34Jan 3, 2026Updated 4 months ago
- 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.
- Bayesian Framework for Updating☆13Mar 31, 2023Updated 3 years ago
- Access DBnomics data series from Julia.☆30Jul 17, 2022Updated 3 years ago
- Replication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021),…☆11Jan 2, 2023Updated 3 years ago
- This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…☆22Aug 13, 2018Updated 7 years ago
- Replications and Explorations Made using the ARK☆24Mar 12, 2026Updated last month
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆22Aug 31, 2022Updated 3 years ago
- Rcode for the TransLasso algorithm (transfer learning in high-dimensional linear models)☆20Jan 4, 2021Updated 5 years ago