Bgvar Alternatives

Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
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Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015). Allows for the computation of impulse responses and forecasts and provides functionality for assessing results.
mboeck11/BGVAR 22 0 0 over 2 years ago 0 4 gpl-3.0 TeX
Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
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