A curated list of Vector Autoregression resources
☆65Apr 19, 2026Updated 2 months ago
Alternatives and similar repositories for awesome-var
Users that are interested in awesome-var are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆18Aug 31, 2023Updated 2 years ago
- Estimating VARs using sign restrictions in R☆22Mar 29, 2016Updated 10 years ago
- Empirical macro toolbox☆148May 27, 2026Updated 3 weeks ago
- LP and VAR inference under potential misspecification☆24Jan 13, 2026Updated 5 months ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆34Jan 3, 2026Updated 5 months 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.
- 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
- R package for Bayesian Vector Autoregression☆35Jul 2, 2020Updated 5 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Sep 28, 2024Updated last year
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆138Jun 12, 2026Updated last week
- Vector autoregressive model in Julia☆39Jun 22, 2022Updated 3 years ago
- Codes for for Bayesian Local Projections & Bayesian Direct Forecasts☆17Jun 19, 2023Updated 3 years ago
- [IrisToolbox] for Macroeconomic Modeling☆98Apr 17, 2024Updated 2 years ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆38Oct 30, 2025Updated 7 months ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆28Jun 16, 2025Updated last year
- 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.
- Granger causality testing in High Dimensional Vector Autoregressive Models☆19Jun 5, 2026Updated 2 weeks ago
- Ambrogio Cesa-Bianchi's VAR Toolbox☆141Jun 13, 2026Updated last week
- R package for Mixed-Frequency Bayesian VARs☆46May 11, 2021Updated 5 years ago
- JambroBeamerTheme☆163Jun 14, 2026Updated last week
- SVAR toolbox for bayesian VAR estimation and a range of identification methods☆11Feb 16, 2025Updated last year
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆30Updated this week
- r package for bayesian VARs☆23Dec 12, 2017Updated 8 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.
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆14Apr 17, 2021Updated 5 years ago
- Julia code for an upper level undergraduate macroeconomics course.