luisgruber / bayesianVARsLinks
MCMC estimation of Bayesian Vectorautoregressions
☆10Updated this week
Alternatives and similar repositories for bayesianVARs
Users that are interested in bayesianVARs are comparing it to the libraries listed below
Sorting:
- This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…☆15Updated 3 years ago
- R/C++ implementation of Bayes VAR models☆21Updated 6 years ago
- r package for bayesian VARs☆23Updated 8 years ago
- Nice distribution plots with minimum user input☆18Updated 6 months ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆31Updated 2 weeks ago
- ☆11Updated 5 years ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆16Updated 3 months ago
- Paper repository for "Double Robust Two-Way Fixed Effect Regression for Panel Data"☆10Updated last year
- Sparse regression of mixed-frequency VectorAutoregressions☆10Updated 3 years ago
- R function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)☆11Updated 2 years ago
- Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …☆11Updated 4 years ago
- Dynamic Factor Models for R☆40Updated this week
- OLS Weights on Heterogeneous Treatment Effects☆10Updated 5 years ago
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13Updated last year
- Dashboard: Macroeconomic Data of Brazil☆11Updated 3 years ago
- Inference in instrumental variables models robust to many instruments☆13Updated 7 months ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆29Updated 2 years ago
- R interface for Fixed Effect Models☆22Updated 5 years ago
- Leontief's Input-Output Model in R☆18Updated 4 months ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated last year
- ☆16Updated 2 months ago
- Bayesian Multivariate GARCH☆18Updated last year
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆27Updated 6 months ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 3 years ago
- Use the micro data from the Household Finance and Consumption Survey with R.☆12Updated 8 years ago
- ☆11Updated 10 years ago
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆12Updated 4 years ago
- Out of memory data manipulation☆14Updated 2 years ago
- ☆10Updated last year
- generic tools for causal inference with panel data☆11Updated 3 months ago