NEWS.md

In ankargren/mfbvar: Mixed-Frequency Bayesian VAR Models

mfbvar 0.5.6 (2021-02-03)

• Removed use of internet connection in vignette
• Enabled use of weekly-monthly frequency mix

mfbvar 0.5.4 (2020-05-14)

• Changes to the main interface. Data can (and should) now be given as a list of zooreg or ts objects.

mfbvar 0.5.3 (2020-03-18)

• Fixed a bug caused by the plotting functions

mfbvar 0.5.1 (2019-08-16)

• Support for more priors
• Stochastic volatility models
• Better predict functions
• Faster implementations
• Some support for quarterly/monthly (i.e. single-frequency) models
• Vignette added

TODO

• Impulse responses
• Marginal data densities for more specifications (currently minn-iw with average only), and in C++
• Enable use of less lags than what the aggregations need

ankargren/mfbvar documentation built on Feb. 15, 2021, 6:32 a.m.