R package for Bayesian Vector Autoregression
☆34Jul 2, 2020Updated 5 years ago
Alternatives and similar repositories for bvars
Users that are interested in bvars 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 package for bayesian VARs☆23Dec 12, 2017Updated 8 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Sep 28, 2024Updated last year
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆57Nov 12, 2024Updated last year
- Analysis of the Primiceri (REStud, 2005) model☆32Sep 5, 2024Updated last year
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆29Jun 25, 2025Updated 9 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- LP and VAR inference under potential misspecification☆21Jan 13, 2026Updated 3 months ago
- ☆17Jun 3, 2024Updated last year
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆18Aug 31, 2023Updated 2 years ago
- R package for Mixed-Frequency Bayesian VARs☆45May 11, 2021Updated 4 years ago
- Bayesian Macroeconometrics in R☆92Jul 18, 2022Updated 3 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 10 years ago
- Dynamic Factor Models for R☆45Feb 7, 2026Updated 2 months ago
- Bayesian Vector Autoregression in Python☆32Aug 22, 2019Updated 6 years ago
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- A curated list of Vector Autoregression resources☆63Jun 20, 2023Updated 2 years ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆37Oct 30, 2025Updated 5 months ago
- Estimating VARs using sign restrictions in R☆22Mar 29, 2016Updated 10 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 3 years ago
- ☆53Dec 8, 2025Updated 4 months ago
- A powerful & convenient package for a two-step estimation method of the Factor augmented VAR (FAVAR) model, which is mainly based on RATS…☆20Aug 26, 2024Updated last year
- ggplot2 extension for seasonal and trading day adjustment with RJDemetra☆12Jun 25, 2025Updated 9 months ago
- I analyze the interplay of three U.S. time series: unemployment, inflation and gross domestic product. The first cleans the data and inve…☆10Nov 1, 2019Updated 6 years ago
- Julia code for an upper level undergraduate macroeconomics course.☆10May 18, 2022Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆11Jul 20, 2015Updated 10 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆128Mar 23, 2026Updated 3 weeks ago
- Ambrogio Cesa-Bianchi's VAR Toolbox☆139Mar 23, 2026Updated 3 weeks ago
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆27Jan 25, 2018Updated 8 years ago
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13May 2, 2024Updated last year
- Bayesian Estimation of Structural Vector Autoregressive Models☆60Updated this week
- Empirical macro toolbox☆146Nov 26, 2025Updated 4 months ago
- [IrisToolbox] for Macroeconomic Modeling☆96Apr 17, 2024Updated last year
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆33Sep 9, 2020Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Estimation of heterogeneous agent models using both macro and micro data☆35Dec 21, 2022Updated 3 years ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆104May 17, 2022Updated 3 years ago
- Topics in Distributional Macroeconomics @ Tinbergen Institute☆13Mar 6, 2025Updated last year
- Factor-Based Imputation for Missing Data☆63Jan 24, 2025Updated last year
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆33Jan 3, 2026Updated 3 months ago
- Graphical User Interface for Seasonal Adjustment☆23Oct 21, 2024Updated last year
- Course on Macroeconometrics (graduate level)☆59Apr 8, 2022Updated 4 years ago