Alternatives and similar repositories for bayesianVARs

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

• heimbergecon / pubdebt-growth
  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
• chenyang45 / BoostedHP
  packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"
  ☆12Updated 3 years ago
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆31Updated last month
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆21Updated 6 years ago
• lrberge / fplot
  Nice distribution plots with minimum user input
  ☆18Updated 4 months ago
• andrewchbaker / DiD_Slides
  ☆11Updated 5 years ago
• manutzn / fredo
  ☆10Updated last year
• xiaomanluo / ripwPaper
  Paper repository for "Double Robust Two-Way Fixed Effect Regression for Panel Data"
  ☆10Updated last year
• tylerJPike / OOS
  Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …
  ☆11Updated 4 years ago
• bdemeshev / bvarr
  r package for bayesian VARs
  ☆23Updated 7 years ago
• tslocz / hettreatreg
  OLS Weights on Heterogeneous Treatment Effects
  ☆10Updated 5 years ago
• gregorkastner / stochvol
  Partial re-write of the R package stochvol to allow for asymmetry (leverage).
  ☆16Updated last month
• bsvars / bsvarSIGNs
  Bayesian SVARs with Sign, Zero, and Narrative Restrictions
  ☆26Updated 5 months ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆40Updated 3 weeks ago
• ryanedmundkessler / suptCriticalValue
  R function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)
  ☆10Updated 2 years ago
• FixedEffects / FixedEffectjlr
  R interface for Fixed Effect Models
  ☆22Updated 5 years ago
• kolesarm / ManyIV
  Inference in instrumental variables models robust to many instruments
  ☆13Updated 5 months ago
• dhopp1 / nowcastLSTM
  R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.
  ☆13Updated last year
• bsvars / bsvars
  Bayesian Estimation of Structural Vector Autoregressive Models
  ☆57Updated 3 weeks ago
• MarieTernes / hierarchical-MFVAR
  Sparse regression of mixed-frequency VectorAutoregressions
  ☆10Updated 3 years ago
• thomaswiemann / ddml
  ddml: Double/Debiased Machine Learning in R
  ☆20Updated 4 months ago
• nareal / frenchdata
  R package to download Prof. Kenneth French data sets
  ☆14Updated last year
• pierre-lamarche / Household-Finance-and-Consumption-Survey
  Use the micro data from the Household Finance and Consumption Survey with R.
  ☆12Updated 8 years ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆33Updated last year
• pachadotdev / leontief
  Leontief's Input-Output Model in R
  ☆18Updated 3 months ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆29Updated 2 years ago
• ph-rast / bmgarch
  Bayesian Multivariate GARCH
  ☆18Updated last year
• schoulten / macroview
  Dashboard: Macroeconomic Data of Brazil
  ☆11Updated 2 years ago
• waternumbers / FKF
  The Fast Kalman Filter (FKF) package for R
  ☆13Updated last year
• andrea-luciani / bimets
  Time Series And Econometric Modeling In R
  ☆20Updated last month