Alternatives and similar repositories for bvar

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

• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆50Updated 2 weeks ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆33Updated last year
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆42Updated 4 years ago
• kthohr / BMR
  Bayesian Macroeconometrics in R
  ☆91Updated 3 years ago
• bpfaff / vars
  Multivariate Time Series Models: VAR, SVAR and SVEC
  ☆45Updated 3 years ago
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆34Updated last year
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆30Updated last month
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆38Updated last month
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆32Updated last year
• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆21Updated 9 years ago
• AdaemmerP / lpirfs
  ☆51Updated 3 months ago
• bsvars / bsvars
  Bayesian Estimation of Structural Vector Autoregressive Models
  ☆57Updated this week
• gabrielrvsc / HDeconometrics
  Set of R functions for high-dimensional econometrics
  ☆37Updated 5 years ago
• nmecsys / nowcasting
  R package for Dynamic Factor Models with mixed frequencies and unbalanced panel
  ☆102Updated 3 years ago
• cykbennie / fbi
  Factor-Based Imputation for Missing Data
  ☆59Updated 9 months ago
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆31Updated 5 years ago
• bsvars / bsvarSIGNs
  Bayesian SVARs with Sign, Zero, and Narrative Restrictions
  ☆24Updated 4 months ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆29Updated 2 years ago
• gregorkastner / stochvol
  Partial re-write of the R package stochvol to allow for asymmetry (leverage).
  ☆16Updated 2 weeks ago
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆22Updated 5 years ago
• bdemeshev / bvarr
  r package for bayesian VARs
  ☆23Updated 7 years ago
• hisamsabouni / macroLectures
  Macroeconomics at Claremont Graduate University
  ☆47Updated 6 years ago
• MartinSpindler / Machine-Learning-in-Econometrics
  Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"
  ☆28Updated 9 years ago
• kolesarm / RDHonest
  Honest inference in regression discontinuity designs
  ☆62Updated 10 months ago
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated last month
• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆17Updated 2 years ago
• pat-alt / deepvars
  Vector Autoregression augmented with deep learning.
  ☆17Updated last year
• JustinMShea / neverhpfilter
  R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton
  ☆16Updated 2 months ago
• jstriaukas / midasml
  midasml package is dedicated to run predictive high-dimensional mixed data sampling models
  ☆42Updated 2 years ago
• MikeWolf007 / covShrinkage
  A package for shrinkage estimation of covariance matrices
  ☆12Updated last year