Alternatives and similar repositories for BMR

Users that are interested in BMR are comparing it to the libraries listed below

• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆51Updated last month
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆33Updated last year
• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆56Updated last year
• bpfaff / vars
  Multivariate Time Series Models: VAR, SVAR and SVEC
  ☆45Updated 3 years ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆40Updated 3 weeks ago
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆43Updated 4 years ago
• nmecsys / nowcasting
  R package for Dynamic Factor Models with mixed frequencies and unbalanced panel
  ☆102Updated 3 years ago
• AdaemmerP / lpirfs
  ☆51Updated 4 months ago
• hisamsabouni / macroLectures
  Macroeconomics at Claremont Graduate University
  ☆48Updated 6 years ago
• floswald / EconData
  R package containing a host of datasets useful for economic research. Complete with raw data and cleaning functions.
  ☆37Updated 8 years ago
• kolesarm / RDHonest
  Honest inference in regression discontinuity designs
  ☆62Updated 11 months ago
• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆21Updated 9 years ago
• jrnold / masteringmetrics
  R code for Angrist & Pischke Mastering Metrics
  ☆79Updated 2 years ago
• bsvars / bsvars
  Bayesian Estimation of Structural Vector Autoregressive Models
  ☆57Updated 3 weeks ago
• MatthieuStigler / RCompAngrist
  R companion to Angrist Pischke Mostly Harmless econometrics
  ☆34Updated 10 years ago
• gabrielrvsc / HDeconometrics
  Set of R functions for high-dimensional econometrics
  ☆37Updated 5 years ago
• MartinSpindler / Machine-Learning-in-Econometrics
  Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"
  ☆28Updated 9 years ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆32Updated last year
• NickCH-K / introcausality
  Class materials for "Economics, Causality, and Analytics"
  ☆121Updated 5 years ago
• lachlandeer / hayashir
  R Companion to the textbook "Econometrics" by Fumio Hayashi
  ☆38Updated 2 years ago
• MatthieuStigler / tsDyn
  tsDyn
  ☆35Updated last year
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated 2 months ago
• mpiktas / midasr
  R package for mixed frequency time series data analysis.
  ☆80Updated 8 months ago
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆34Updated last month
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆31Updated last month
• bsvars / bsvarSIGNs
  Bayesian SVARs with Sign, Zero, and Narrative Restrictions
  ☆26Updated 5 months ago
• bdemeshev / bvarr
  r package for bayesian VARs
  ☆23Updated 7 years ago
• edrubin / EC525S19
  ☆91Updated 6 years ago
• hblackburn / R4Econ
  Shared resources for Econ Research Assistants working in R
  ☆44Updated 6 years ago
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆31Updated 5 years ago