joergrieger/bvar: Estimation and forecasting of bayesian VAR models

This package estimates bayesian VAR models. The user can choose between several priors (e.g., Minnesota or Uninformative prior). It also has functions to calculate and plot IRF-models, forecasts, and Forecast Error Variance Decompositions.

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.1.0
URL https://github.com/joergrieger/bvars
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("joergrieger/bvar")
joergrieger/bvar documentation built on Sept. 11, 2019, 12:05 a.m.