MCMC estimation of Bayesian Vectorautoregressions
☆10Feb 26, 2026Updated this week
Alternatives and similar repositories for bayesianVARs
Users that are interested in bayesianVARs are comparing it to the libraries listed below
Sorting:
- R package for Mixed-Frequency Bayesian VARs☆45May 11, 2021Updated 4 years ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆29Jun 25, 2025Updated 8 months ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 3 years ago
- ☆10Nov 18, 2024Updated last year
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆57Nov 12, 2024Updated last year
- Slides for the RSS International Conference 2023 workshop on data visualisation.☆10Aug 11, 2024Updated last year
- r package for bayesian VARs☆23Dec 12, 2017Updated 8 years ago
- R Based Data Science Training Delivered to the Ugandan Ministry of Finance and Bureau of Statistics☆11Aug 18, 2021Updated 4 years ago
- Julia-themed Quarto.☆11Jul 10, 2024Updated last year
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆16Nov 7, 2022Updated 3 years ago
- Bayesian Estimation of Structural Vector Autoregressive Models☆59Updated this week
- Dashboard: Macroeconomic Data of Brazil☆11Dec 31, 2022Updated 3 years ago
- Bank of England Chart Themes and Styles for 'ggplot2'☆13May 8, 2024Updated last year
- TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…☆11Jul 18, 2022Updated 3 years ago
- ggplot2 Functions to Create Tufte Style Sparklines☆12May 13, 2024Updated last year
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆32Jan 3, 2026Updated 2 months ago
- This is the data scraping & modeling code used for models shown in https://econforecasting.com.☆13Nov 12, 2023Updated 2 years ago
- Tidymodels for Nested/Panel Data☆13Sep 30, 2023Updated 2 years ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Nov 2, 2022Updated 3 years ago
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated last year
- R package that helps to retrieve data from Banco de España☆12Updated this week
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆12Oct 4, 2021Updated 4 years ago
- A time series toolbox for official statistics☆12Sep 11, 2025Updated 5 months ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆17Oct 13, 2025Updated 4 months ago
- Two-Steps Benchmarks for Time Series Disaggregation (French Quarterly National Accounts methodology)☆11Oct 20, 2025Updated 4 months ago
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13May 2, 2024Updated last year
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆36Oct 30, 2025Updated 4 months ago
- Methods for Temporal Disaggregation and Interpolation of Time Series☆42Nov 5, 2025Updated 3 months ago
- Magical string interpolation☆17Apr 18, 2025Updated 10 months ago
- This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…☆15Sep 1, 2022Updated 3 years ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆18Aug 31, 2023Updated 2 years ago
- Time Series And Econometric Modeling In R☆20Nov 3, 2025Updated 3 months ago
- ggplot2 extension for seasonal and trading day adjustment with RJDemetra☆12Jun 25, 2025Updated 8 months ago
- Topics in Distributional Macroeconomics @ Tinbergen Institute☆13Mar 6, 2025Updated 11 months ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆129Dec 17, 2024Updated last year
- Nice distribution plots with minimum user input☆18Jul 18, 2025Updated 7 months ago
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆13Apr 17, 2021Updated 4 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Sep 28, 2024Updated last year
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago