Alternatives and similar repositories for mf-bavart:

Users that are interested in mf-bavart are comparing it to the libraries listed below

• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆17Updated 5 years ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆26Updated last year
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆30Updated 6 months ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆31Updated 5 months ago
• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆20Updated 8 years ago
• Reckziegel / Large-TVP-VAR
  Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.
  ☆22Updated 7 years ago
• lucabarbaglia / t-VAR
  Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…
  ☆19Updated 4 years ago
• hannes101 / TimeVaryingCointegration
  R Implementation of the Time Varying Cointegration by Bierens and Martins 2010
  ☆10Updated 8 years ago
• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆14Updated last year
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆18Updated 5 years ago
• korobilis / DMA_FCI
  MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review
  ☆19Updated 5 years ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆31Updated 5 months ago
• anorring / Empirical-time-series-methods-for-macroeconomic-analysis
  Barcelona GSE Macroeconometrics Summer School 2018 course
  ☆14Updated 6 years ago
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆30Updated 4 years ago
• anorring / Bayesian-methods-for-DSGE-models
  Barcelona GSE Macroeconometrics Summer School 2018 course
  ☆21Updated 6 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…
  ☆11Updated 3 years ago
• dkaenzig / replicationOilSupplyNews
  Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021
  ☆14Updated last year
• LRondina / SVARs-Intro
  Introduction to Structural VAR models
  ☆11Updated 5 years ago
• mikkelpm / svma_iv
  Inference in SVMA models identified by external instruments/proxies
  ☆11Updated 2 years ago
• gabrielrvsc / ForecastingInflation
  ☆18Updated 2 years ago
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆46Updated 2 years ago
• pat-alt / deepvars
  Vector Autoregression augmented with deep learning.
  ☆15Updated last year
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆38Updated 3 years ago
• ckwolf92 / lp_var_inference
  LP and VAR inference under potential misspecification
  ☆10Updated 7 months ago
• XueningZhu / NAR_old
  The code for network autoregression model (NAR)
  ☆10Updated 8 years ago
• FRBNY-DSGE / Replication-of-Online-Estimation-of-DSGE-Models
  ☆16Updated 3 years ago
• dcascaldi / pandemic_priors
  A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…
  ☆9Updated 9 months ago
• mauep2025 / Global-Oil-Market
  This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …
  ☆25Updated last year
• MCHatcher / Solving_models_with_numerical_methods
  Solving models with numerical methods (economics)
  ☆11Updated last year