byrongibby/mfvarr: Estimate and forecast with mixed-frequency VARs
Naive implementation of a simple mixed-frequency VAR using Bayesian techniques for the purposes of forecasting economic variables.
Getting started
Browse package contents
Package details |
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| Author | Byron Botha |
| Maintainer | Byron Botha <Byron.Botha@resbank.co.za> |
| License | GPL-2 |
| Version | 1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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