Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
☆33Jan 3, 2026Updated 3 months ago
Alternatives and similar repositories for BGVAR
Users that are interested in BGVAR are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- R package for Mixed-Frequency Bayesian VARs☆45May 11, 2021Updated 4 years ago
- Estimating VARs using sign restrictions in R☆22Mar 29, 2016Updated 10 years ago
- A curated list of Vector Autoregression resources☆63Jun 20, 2023Updated 2 years ago
- Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"☆31Jan 15, 2023Updated 3 years ago
- R Package for data driven SVAR identification of impulse response functions☆55Oct 18, 2025Updated 5 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆18Aug 31, 2023Updated 2 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆128Mar 23, 2026Updated 3 weeks ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Sep 28, 2024Updated last year
- ☆11Apr 19, 2021Updated 4 years ago
- A Toolkit for Computing Constrained Optimal Policy Projections☆17Aug 1, 2022Updated 3 years ago
- ☆16Oct 20, 2021Updated 4 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- Dynamic Factor Models for R☆45Feb 7, 2026Updated 2 months ago
- Mixed Frequency State Space toolbox☆17Jan 29, 2024Updated 2 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆57Nov 12, 2024Updated last year
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 3 years ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆29Jun 25, 2025Updated 9 months ago
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆16Nov 7, 2022Updated 3 years ago
- Multivariate Time Series Models: VAR, SVAR and SVEC☆47Mar 25, 2022Updated 4 years ago
- Bank of England Chart Themes and Styles for 'ggplot2'☆13May 8, 2024Updated last year
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆21Aug 21, 2025Updated 7 months ago
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆12Oct 4, 2021Updated 4 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆37Oct 30, 2025Updated 5 months ago
- MCMC estimation of Bayesian Vectorautoregressions☆10Mar 3, 2026Updated last month
- SVAR toolbox for bayesian VAR estimation and a range of identification methods☆11Feb 16, 2025Updated last year
- ☆53Dec 8, 2025Updated 4 months ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Nov 2, 2022Updated 3 years ago
- Dashboard: Macroeconomic Data of Brazil☆11Dec 31, 2022Updated 3 years ago
- ☆10Apr 6, 2023Updated 3 years ago
- Repository for dev version of GetBCBData☆17Feb 2, 2026Updated 2 months ago
- I analyze the interplay of three U.S. time series: unemployment, inflation and gross domestic product. The first cleans the data and inve…☆10Nov 1, 2019Updated 6 years ago
- Serverless GPU API endpoints on Runpod - Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- r package for bayesian VARs☆23Dec 12, 2017Updated 8 years ago
- LP and VAR inference under potential misspecification☆21Jan 13, 2026Updated 3 months ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆17Updated this week
- R Installer Package for Pre-Built X-13ARIMA-SEATS Binaries☆11Feb 27, 2026Updated last month
- Econometric Analysis of Explosive Time Series☆31Sep 19, 2025Updated 6 months ago
- Estimation and forecasting of VAR model with the Lasso☆33Nov 19, 2025Updated 4 months ago
- [IrisToolbox] for Macroeconomic Modeling☆96Apr 17, 2024Updated last year