Alternatives and similar repositories for BGVAR

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

• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆38Updated 2 weeks ago
• gregorkastner / stochvol
  Partial re-write of the R package stochvol to allow for asymmetry (leverage).
  ☆17Updated 2 weeks ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆33Updated last year
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆49Updated last month
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated 2 weeks ago
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆42Updated 4 years ago
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆22Updated 5 years ago
• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆57Updated 10 months ago
• bsvars / bsvarSIGNs
  Bayesian SVARs with Sign, Zero, and Narrative Restrictions
  ☆21Updated 3 months ago
• bdemeshev / bvarr
  r package for bayesian VARs
  ☆23Updated 7 years ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆29Updated 2 years ago
• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆17Updated 2 years ago
• JustinMShea / neverhpfilter
  R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton
  ☆16Updated last month
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆35Updated 11 months ago
• bpfaff / vars
  Multivariate Time Series Models: VAR, SVAR and SVEC
  ☆45Updated 3 years ago
• pruggerd / Structural-Vector-Autoregression-Modeling
  I analyze the interplay of three U.S. time series: unemployment, inflation and gross domestic product. The first cleans the data and inve…
  ☆10Updated 5 years ago
• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆21Updated 9 years ago
• bsvars / bsvars
  Bayesian Estimation of Structural Vector Autoregressive Models
  ☆55Updated last month
• cran-task-views / Econometrics
  CRAN Task View: Econometrics
  ☆34Updated last month
• chenyang45 / BoostedHP
  packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"
  ☆12Updated 2 years ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆32Updated last year
• alexCardazzi / lpdid
  ☆15Updated last year
• MatthieuStigler / tsDyn
  tsDyn
  ☆35Updated 11 months ago
• MarieTernes / hierarchical-MFVAR
  Sparse regression of mixed-frequency VectorAutoregressions
  ☆10Updated 3 years ago
• mpfarrho / tvp-network-panel
  TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…
  ☆13Updated 4 years ago
• paulofelipe / cp2015
  Caliendo and Parro (2015) quantitative trade model in R.
  ☆11Updated 10 months ago
• kolesarm / ManyIV
  Inference in instrumental variables models robust to many instruments
  ☆11Updated 3 months ago
• gabrielrvsc / HDeconometrics
  Set of R functions for high-dimensional econometrics
  ☆37Updated 5 years ago
• xiaomanluo / ripwPaper
  Paper repository for "Double Robust Two-Way Fixed Effect Regression for Panel Data"
  ☆10Updated last year
• itamarcaspi / experimentdatar
  Datasets used in the AEA 2018 Continuing Education "Machine Learming and Econometrics" (Athey and Imbens, 2018)
  ☆12Updated 6 years ago