24 skills found
naffe15 / BVAR Empirical macro toolbox
kthohr / BMRBayesian Macroeconometrics in R
nk027 / BvarToolkit 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.
franzmohr / BvartoolsFunctions for Bayesian inference of vector autoregressive and vector error correction models
joergrieger / BvarsR package for Bayesian Vector Autoregression
FK83 / BvarsvAnalysis of the Primiceri (REStud, 2005) model
bdemeshev / Bvarrr package for bayesian VARs
bdemeshev / Bvar Ombvar with om
elmarmertens / CCMMoutlierVAR CodeReplication code for Addressing COVID-19 Outliers in BVARs with Stochastic Volatility“ by Carriero, Clark, Marcellino and Mertens (2021), Work in Progress
bvarner / Meta Bvarner EmbeddedOpenEmbedded bitbake recipes
kthohr / BmlibBayesian Macroeconometrics C++ Library
hoanguc3m / FatBVARSNo description available
JunPyoL22 / BvarBayesian VAR model
elmarmertens / CCMMshadowrateVAR Codereplication code for „Forecasting with Shadow-Rate VARs“ by Carriero, Clark, Marcellino and Mertens
cran / Bvarsv:exclamation: This is a read-only mirror of the CRAN R package repository. bvarsv — Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters. Homepage: https://sites.google.com/site/fk83research/code
ygeunkim / BvharR and Python package to model Bayesian VAR and VHAR models
rimehi / BVAR ConnectBayesian multi-subject vector autoregressive (VAR) model for inference on effective brain connectivity based on resting-state functional MRI data.
nhauzenb / Hhk Bkchpt BvarsNo description available
maxcd / LargeBvarPythonPython code to replicate impulse response analysis of Banbura et al. (Large Bayesian VARs, 2010 JAE)
giannilmbd / APRScenarioImplements the APR scenario analysis of BVAR models
