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
Browse package contents
Package details |
|
|---|---|
| Maintainer | |
| License | GPL-3 |
| Version | 0.1.2 |
| URL | https://github.com/joergrieger/bvars |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
