bvar | Estimate a bayesian vector autoregressive model. |
companionmatrix | stability - Function to rewrite the VAR-estimate in companion... |
compirf | Function to draw one single path for the impulse-response... |
countseq | counts the sequence of transitions |
draw_posterior.cnw | function to draw the posterior |
draw_posterior.minnesota | function to draw the posterior for a Minnesota Prior |
draw_posterior_normal | draw posterior for measurement equation using a normal-gamma... |
draw_posterior_ssvs | Draw posterior for measurement equation using an SSVS-prior |
draw_posterior.ssvs | draw posterior for VAR Model with SSVS-Prior |
draw_posterior.unf | function to draw the posterior for an uninformative prior |
favar | Factor-Augmented Vector Autoregression |
fevd | Forecast error variance decomposition |
fevd.bvar | forecast error variance decomposition for bayesian VARs |
fevd.msvar | forecast error variance decomposition for regime switching... |
fevd.tvar | forecast error variance decomposition for bayesian TVARs |
forecast | compute forecasts |
forecast.bvar | forecasts for a bayesian VAR model |
forecast.msvar | forecast a markov-switching model |
forecast.tvar | forecast threshold vector autoregression |
ftvar | bayesian estimation of threshold VAR |
get_factors | extract factors from a time series |
gfevd | internal function to calculate a generalized fevd |
hamiltonfilter | Hamiltonfilter |
hd | Historical decompositions |
hd.bvar | Historical decomposition for bayesian vector autoregression |
hd.msvar | Historical decomposition for bayesian vector autoregression |
hd.tvar | Historical decomposition for bayesian vector autoregression |
initialize_mcmc.cnw | Initialize the mcmc sampler for conjugate... |
initialize_mcmc.minnesota | Initialize the mcmc sampler for Minnesota Prior |
initialize_mcmc.ssvs | Initialize the mcmc sampler for SSVS-Prior |
initialize_mcmc.unf | Initialize the mcmc sampler for uninformative prior |
irf | Generic method for calculating Impulse-Response-Functions |
irf.bvar | Function to calculate irfs |
irf.favar | Function to calculate irfs |
irf.ftvar | impulse-response functions for threshold VAR-Models |
irf.msvar | impulse-response functions for regime-switching models |
irf.tvar | impulse-response functions for threshold VAR-Models |
lagdata | lagdata - function to lag data |
loglike | calculate the log-likelihood function for a VAR |
msvar | Estimate regime-switching models with fixed transition... |
olssvd | linear regression using single value decomposition |
plot.bvirf | Plotting Impulse-Response Functions |
plot.fcbvar | plot forecasts |
plot.fctvar | plot forecasts |
plot.msirf | plot impulse-response functions for regime switchi models |
plot_residuals | plot residuals |
plot_residuals.bvar | plot residuals |
plot_residuals.msvar | plot residuals |
plot_residuals.tvar | plot residuals |
plot.tvirf | plot impulse-response functions threshold VAR-Models |
reexports | Objects exported from other packages |
set_identification_cholesky | set cholesky identification |
set_identification_sign | set identification via sign restrictions |
set_prior_cnw | sets up conjugate Normal-Wishart prior |
set_prior_minnesota | set up Minnesota Prior |
set_prior_ssvs | set up Stochastic Search Variable Selection Prior |
set_prior_uninformative | set up uninformative prior |
splitVariables | function to split a series into two |
stability | stability - test stability of estimate |
structural.chol | identify a vector-autoregressive model using cholesky... |
structural.sign | identify a vector-autoregressive model using... |
tirf1 | parallel compuation of irfs of tvars |
tvar | bayesian estimation of threshold VAR |
USMonPol | Multivariate time series of federal funds rate, unemployment,... |
var2vma | VMA representation of VAR estimate |
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