Man pages for franzmohr/bgvars
Bayesian Inference of Global Vector Autoregressive and Gloal Vector Error Correction Models
| add_priors.gvarsubmodels | Add Priors to Country-Specific VARX Models of a GVAR Model |
| add_priors.gvecsubmodels | Add Priors to Country-Specific VECX Models of a GVAR Model |
| bgvars-package | bgvars: Bayesian Inference of Global Vector Autoregressive... |
| bvarxpost | Posterior Simulation Country-Specific VARX Models of a GVAR... |
| bvecxpost | Posterior Simulation Country-Specific VECX Models of a GVAR... |
| combine_submodels | Generate a GVAR Model |
| create_models | Create Country Models |
| create_regions | Create Regional Series |
| create_specifications | Create Country Model Specifications |
| create_weights | Create Weight Matrices |
| ctryvec_to_ctryvar | Transform the BVEC Submodels of a BGVAR model to a BVAR... |
| dees2007 | Dees, di Mauro, Pesaran & Smith data set |
| diff_variables | Differences of Variables |
| draw_posterior.gvarsubmodels | Posterior simulation |
| draw_posterior.gvecsubmodels | Posterior simulation |
| get_submodel_specifications | Specifications of the Submodels of a GVAR Model |
| gfevd | Generalised Forecast Error Variance Decomposition |
| girf | Gernalised Impulse Response Function |
| gvar2019 | Global VAR Database (1979Q2-2019Q4) |
| irf | Plotting Impulse Responses of Bayesian Vector Autoregression |
| irf.bgvarest | Impulse Response Function for a GVAR Submodel |
| irf.ctryvarest | Impulse Response Function for a GVAR Submodel |
| plot.bgvarest | Plotting Draws of a Bayesian Global VAR Models |
| plot.bgvecest | Plotting Draws of a VECX Submodel of a GVAR Model |
| plot.ctryvarest | Plotting Draws of a VARX Submodel of a GVAR Model |
| plot.ctryvecest | Plotting Draws of a VECX Submodel of a GVAR Model |
| plot.teststats.bgvarest | Plotting Submodel Test Statistics |
| predict.bgvar | Plotting Forecasts of BVAR Models |
| select_submodels | Submodel Selection |
| submodel_test_statistics | Test Statistics for the Selection of Submodels of GVAR Model |
| summary.bgvarest | Summarising Country-Specific VARX Submodels of a GVAR Model |
| summary.bgvecest | Summarising Country-Specific VECX Submodels of a GVAR Model |
| summary.ctryvarest | Summarising Country-Specific VARX Submodels of a GVAR Model |
| summary.ctryvecest | Summarising Country-Specific VECX Submodels of a GVAR Model |
| thin.bgvar | Thinning Posterior Draws |
| thin.bgvarest | Thinning Posterior Draws |
| thin.bgvecest | Thinning Posterior Draws |
