bvartools

Add Priors to Model

Add Priors to Model

Add Priors to Model

Add Priors to Dynamic Factor Model

FRED-QD data

Bayesian Vector Autoregression Objects

Posterior Simulation for BVAR Models

bvartools: Bayesian Inference of Vector Autoregressive Models

Bayesian Vector Error Correction Objects

Transform a VEC Model to a VAR in Levels

Posterior Simulation for BVEC Models

Bayesian Variable Selection

Bayesian Dynamic Factor Model Objects

Posterior Simulation for Dynamic Factor Models

Posterior Simulation

West German economic time series data

German interest and inflation rate data

Forecast Error Variance Decomposition

Dynamic Factor Model Input

Vector Autoregressive Model Input

Vector Error Correction Model Input

Prior Inclusion Probabilities

Impulse Response Function

Durbin and Koopman Simulation Smoother

Calculates the log-likelihood of a multivariate normal distribution.

Minnesota Prior

Plotting Forecasts of BVAR Models

Posterior Draw for Cointegration Models

Posterior Draw for Cointegration Models

Posterior Draw from a Normal Distribution

Posterior Draw from a Normal Distribution

Stochastic Search Variable Selection

Stochastic Search Variable Selection Prior

Summarising Bayesian VAR Coefficients

Summarising Bayesian VAR Models

Summarising Bayesian VEC Coefficients

Summarising Bayesian Dynamic Factor Models

Thinning Posterior Draws

Thinning Posterior Draws

Thinning Posterior Draws

Thinning Posterior Draws

Thinning Posterior Draws

US macroeconomic data