bvar | Estimate a bayesian vector autoregressive model. |
cforecast | Conditional forecasts |
compirf | Function to draw one single path for the impulse-response... |
diag_geweke | Geweke Convergence diagnostics |
favar | Factor-Augmented Vector Autoregression |
fevd | Forecast error variance decomposition |
forecast | forecasts for a bayesian VAR model |
ftvar | bayesian estimation of threshold VAR |
hd | Historical decompositions |
irf | Compute Impulse-Response Functions |
msvar | Estimate regime-switching models with fixed transition... |
plot_autocorr | autocorrelation of posterior draws |
plot.bvirf | Plotting Impulse-Response Functions |
plot_density | posterior density plots |
plot.fcbvar | plot forecasts |
plot.fctvar | plot forecasts |
plot.msirf | plot impulse-response functions for regime switchi models |
plotresids | plot residuals |
plot_trace | posterior trace plots |
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_identification_zero | Identify structural shocks using zero 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 |
structural.zero | identify a structural shocks of a VAR model using zero... |
tirf1 | parallel compuation of irfs of tvars |
tvar | bayesian estimation of threshold VAR |
USMonPol | Multivariate time series of federal funds rate, unemployment,... |
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