bsvars
Bayesian Estimation of Structural Vector Autoregressive Models

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57
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bsvars: Bayesian Estimation of Structural Vector Autoregressive Models
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API for bsvars
Bayesian Estimation of Structural Vector Autoregressive Models

Global functions
Ergodic_PR_TR Source code
bsvars Man page
bsvars-package Man page
compute_conditional_sd Man page Source code
compute_conditional_sd.PosteriorBSVAR Man page Source code
compute_conditional_sd.PosteriorBSVAREXH Man page Source code
compute_conditional_sd.PosteriorBSVARHMSH Man page Source code
compute_conditional_sd.PosteriorBSVARMIX Man page Source code
compute_conditional_sd.PosteriorBSVARMSH Man page Source code
compute_conditional_sd.PosteriorBSVARSV Man page Source code
compute_conditional_sd.PosteriorBSVART Man page Source code
compute_fitted_values Man page Source code
compute_fitted_values.PosteriorBSVAR Man page Source code
compute_fitted_values.PosteriorBSVAREXH Man page Source code
compute_fitted_values.PosteriorBSVARHMSH Man page Source code
compute_fitted_values.PosteriorBSVARMIX Man page Source code
compute_fitted_values.PosteriorBSVARMSH Man page Source code
compute_fitted_values.PosteriorBSVARSV Man page Source code
compute_fitted_values.PosteriorBSVART Man page Source code
compute_historical_decompositions Man page Source code
compute_historical_decompositions.PosteriorBSVAR Man page Source code
compute_historical_decompositions.PosteriorBSVAREXH Man page Source code
compute_historical_decompositions.PosteriorBSVARHMSH Man page Source code
compute_historical_decompositions.PosteriorBSVARMIX Man page Source code
compute_historical_decompositions.PosteriorBSVARMSH Man page Source code
compute_historical_decompositions.PosteriorBSVARSV Man page Source code
compute_historical_decompositions.PosteriorBSVART Man page Source code
compute_impulse_responses Man page Source code
compute_impulse_responses.PosteriorBSVAR Man page Source code
compute_impulse_responses.PosteriorBSVAREXH Man page Source code
compute_impulse_responses.PosteriorBSVARHMSH Man page Source code
compute_impulse_responses.PosteriorBSVARMIX Man page Source code
compute_impulse_responses.PosteriorBSVARMSH Man page Source code
compute_impulse_responses.PosteriorBSVARSV Man page Source code
compute_impulse_responses.PosteriorBSVART Man page Source code
compute_regime_probabilities Man page Source code
compute_regime_probabilities.PosteriorBSVAREXH Man page Source code
compute_regime_probabilities.PosteriorBSVARHMSH Man page Source code
compute_regime_probabilities.PosteriorBSVARMIX Man page Source code
compute_regime_probabilities.PosteriorBSVARMSH Man page Source code
compute_structural_shocks Man page Source code
compute_structural_shocks.PosteriorBSVAR Man page Source code
compute_structural_shocks.PosteriorBSVAREXH Man page Source code
compute_structural_shocks.PosteriorBSVARHMSH Man page Source code
compute_structural_shocks.PosteriorBSVARMIX Man page Source code
compute_structural_shocks.PosteriorBSVARMSH Man page Source code
compute_structural_shocks.PosteriorBSVARSV Man page Source code
compute_structural_shocks.PosteriorBSVART Man page Source code
compute_variance_decompositions Man page Source code
compute_variance_decompositions.PosteriorBSVAR Man page Source code
compute_variance_decompositions.PosteriorBSVAREXH Man page Source code
compute_variance_decompositions.PosteriorBSVARHMSH Man page Source code
compute_variance_decompositions.PosteriorBSVARMIX Man page Source code
compute_variance_decompositions.PosteriorBSVARMSH Man page Source code
compute_variance_decompositions.PosteriorBSVARSV Man page Source code
compute_variance_decompositions.PosteriorBSVART Man page Source code
count_regime_transitions Source code
estimate Man page Source code
estimate.BSVAR Man page Source code
estimate.BSVAREXH Man page Source code
estimate.BSVARHMSH Man page Source code
estimate.BSVARMIX Man page Source code
estimate.BSVARMSH Man page Source code
estimate.BSVARSV Man page Source code
estimate.BSVART Man page Source code
estimate.PosteriorBSVAR Man page Source code
estimate.PosteriorBSVAREXH Man page Source code
estimate.PosteriorBSVARHMSH Man page Source code
estimate.PosteriorBSVARMIX Man page Source code
estimate.PosteriorBSVARMSH Man page Source code
estimate.PosteriorBSVARSV Man page Source code
estimate.PosteriorBSVART Man page Source code
filtering_msh Source code
forecast Man page
forecast.PosteriorBSVAR Man page Source code
forecast.PosteriorBSVAREXH Man page Source code
forecast.PosteriorBSVARHMSH Man page Source code
forecast.PosteriorBSVARMIX Man page Source code
forecast.PosteriorBSVARMSH Man page Source code
forecast.PosteriorBSVARSV Man page Source code
forecast.PosteriorBSVART Man page Source code
normalise Man page Source code
normalise.PosteriorBSVAR Man page Source code
normalise.PosteriorBSVAREXH Man page Source code
normalise.PosteriorBSVARHMSH Man page Source code
normalise.PosteriorBSVARMIX Man page Source code
normalise.PosteriorBSVARMSH Man page Source code
normalise.PosteriorBSVARSV Man page Source code
normalise.PosteriorBSVART Man page Source code
plot.Forecasts Man page Source code
plot.PosteriorFEVD Man page Source code
plot.PosteriorFitted Man page Source code
plot.PosteriorHD Man page Source code
plot.PosteriorIR Man page Source code
plot.PosteriorRegimePr Man page Source code
plot.PosteriorShocks Man page Source code
plot.PosteriorSigma Man page Source code
plot_ribbon Man page Source code
print.PosteriorFEVD Source code
print.PosteriorFitted Source code
print.PosteriorHD Source code
print.PosteriorIR Source code
print.PosteriorRegimePr Source code
print.PosteriorShocks Source code
print.PosteriorSigma Source code
print.SDDRautoregression Source code
print.SDDRidSV Source code
print.SDDRnormality Source code
print.SDDRvolatility Source code
rDirichlet1 Source code
rIG2_Dirichlet1 Source code
reexports Man page
sample_Markov_process_hmsh Source code
sample_Markov_process_msh Source code
sample_transition_probabilities Source code
sample_variances_hmsh Source code
sample_variances_msh Source code
smoothing_msh Source code
specify_bsvar Man page
specify_bsvar_exh Man page
specify_bsvar_hmsh Man page
specify_bsvar_mix Man page
specify_bsvar_msh Man page
specify_bsvar_sv Man page
specify_bsvar_t Man page
specify_data_matrices Man page
specify_forecasts Man page
specify_identification_bsvars Man page
specify_posterior_bsvar Man page
specify_posterior_bsvar_exh Man page
specify_posterior_bsvar_hmsh Man page
specify_posterior_bsvar_mix Man page
specify_posterior_bsvar_msh Man page
specify_posterior_bsvar_sv Man page
specify_posterior_bsvar_t Man page
specify_prior_bsvar Man page
specify_prior_bsvar_exh Man page
specify_prior_bsvar_mix Man page
specify_prior_bsvar_msh Man page
specify_prior_bsvar_sv Man page
specify_prior_bsvar_t Man page
specify_starting_values_bsvar Man page
specify_starting_values_bsvar_exh Man page
specify_starting_values_bsvar_hmsh Man page
specify_starting_values_bsvar_mix Man page
specify_starting_values_bsvar_msh Man page
specify_starting_values_bsvar_sv Man page
summary.Forecasts Man page Source code
summary.PosteriorBSVAR Man page Source code
summary.PosteriorBSVAREXH Man page Source code
summary.PosteriorBSVARHMSH Man page Source code
summary.PosteriorBSVARMIX Man page Source code
summary.PosteriorBSVARMSH Man page Source code
summary.PosteriorBSVARSV Man page Source code
summary.PosteriorBSVART Man page Source code
summary.PosteriorFEVD Man page Source code
summary.PosteriorFitted Man page Source code
summary.PosteriorHD Man page Source code
summary.PosteriorIR Man page Source code
summary.PosteriorRegimePr Man page Source code
summary.PosteriorShocks Man page Source code
summary.PosteriorSigma Man page Source code
summary.SDDRautoregression Man page Source code
summary.SDDRidMIX Man page Source code
summary.SDDRidMSH Man page Source code
summary.SDDRidSV Man page Source code
summary.SDDRidT Man page Source code
summary.SDDRvolatility Man page Source code
us_fiscal_cond_forecasts Man page
us_fiscal_ex Man page
us_fiscal_ex_forecasts Man page
us_fiscal_lsuw Man page
us_fiscal_sww Man page
verify_autoregression Man page Source code
verify_autoregression.PosteriorBSVAR Man page Source code
verify_autoregression.PosteriorBSVAREXH Man page Source code
verify_autoregression.PosteriorBSVARHMSH Man page Source code
verify_autoregression.PosteriorBSVARMIX Man page Source code
verify_autoregression.PosteriorBSVARMSH Man page Source code
verify_autoregression.PosteriorBSVARSV Man page Source code
verify_autoregression.PosteriorBSVART Man page Source code
verify_identification Man page Source code
verify_identification.PosteriorBSVAR Man page Source code
verify_identification.PosteriorBSVAREXH Man page Source code
verify_identification.PosteriorBSVARHMSH Man page Source code
verify_identification.PosteriorBSVARMIX Man page Source code
verify_identification.PosteriorBSVARMSH Man page Source code
verify_identification.PosteriorBSVARSV Man page Source code
verify_identification.PosteriorBSVART Man page Source code
verify_normality Man page Source code
verify_normality.PosteriorBSVAREXH Man page Source code
verify_normality.PosteriorBSVARHMSH Man page Source code
verify_normality.PosteriorBSVARMIX Man page Source code
verify_normality.PosteriorBSVARMSH Man page Source code
verify_normality.PosteriorBSVARSV Man page Source code
verify_volatility Man page Source code
verify_volatility.PosteriorBSVAR Man page Source code
verify_volatility.PosteriorBSVAREXH Man page Source code
verify_volatility.PosteriorBSVARHMSH Man page Source code
verify_volatility.PosteriorBSVARMIX Man page Source code
verify_volatility.PosteriorBSVARMSH Man page Source code
verify_volatility.PosteriorBSVARSV Man page Source code
bsvars documentation built on Aug. 22, 2026, 5:09 p.m.

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